Implementing Models in Quantitative Finance: Methods and Cases
Puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. This book develops a toolkit including Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula functions, transform-...
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| Main Authors: | , |
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| Format: | Book |
| Language: | English |
| Published: |
H: Springer
2017
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| Subjects: | |
| Online Access: | http://repository.vnu.edu.vn/handle/VNU_123/23914 |
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| Institution: | Vietnam National University, Hanoi |
| Language: | English |
| Summary: | Puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. This book develops a toolkit including Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula functions, transform-based methods and quadrature techniques. |
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