Implementing Models in Quantitative Finance: Methods and Cases

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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Bibliographic Details
Main Authors: Fusai, Gianluca., Roncoroni, Andrea.
Format: Book
Language:English
Published: H: Springer 2017
Subjects:
Mathematics and Statistics
Finance > Mathematical models.
BUSINESS & ECONOMICS > Finance
332.015195
Online Access:http://repository.vnu.edu.vn/handle/VNU_123/23914
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Institution: Vietnam National University, Hanoi
Language: English
id oai:112.137.131.14:VNU_123-23914
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spelling oai:112.137.131.14:VNU_123-239142020-06-23T08:44:27Z Implementing Models in Quantitative Finance: Methods and Cases Fusai, Gianluca. Roncoroni, Andrea. Mathematics and Statistics Finance -- Mathematical models. BUSINESS & ECONOMICS -- Finance 332.015195 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. 2017-04-04T02:32:47Z 2017-04-04T02:32:47Z 2008 Book 9783540223481 http://repository.vnu.edu.vn/handle/VNU_123/23914 en 606 p. application/pdf H: Springer
institution Vietnam National University, Hanoi
building VNU Library & Information Center
country Vietnam
collection VNU Digital Repository
language English
topic Mathematics and Statistics
Finance -- Mathematical models.
BUSINESS & ECONOMICS -- Finance
332.015195
spellingShingle Mathematics and Statistics
Finance -- Mathematical models.
BUSINESS & ECONOMICS -- Finance
332.015195
Fusai, Gianluca.
Roncoroni, Andrea.
Implementing Models in Quantitative Finance: Methods and Cases
description 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.
format Book
author Fusai, Gianluca.
Roncoroni, Andrea.
author_facet Fusai, Gianluca.
Roncoroni, Andrea.
author_sort Fusai, Gianluca.
title Implementing Models in Quantitative Finance: Methods and Cases
title_short Implementing Models in Quantitative Finance: Methods and Cases
title_full Implementing Models in Quantitative Finance: Methods and Cases
title_fullStr Implementing Models in Quantitative Finance: Methods and Cases
title_full_unstemmed Implementing Models in Quantitative Finance: Methods and Cases
title_sort implementing models in quantitative finance: methods and cases
publisher H: Springer
publishDate 2017
url http://repository.vnu.edu.vn/handle/VNU_123/23914
_version_ 1680963827232931840

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