Implementing Models in Quantitative Finance: Methods and Cases

• المؤلفون الرئيسيون: Fusai, Gianluca., Roncoroni, Andrea.
• التنسيق: كتاب
• اللغة: English
• منشور في: H: Springer 2017
• الموضوعات: Mathematics and Statistics; Finance > Mathematical models.; BUSINESS & ECONOMICS > Finance; 332.015195
• الوصول للمادة أونلاين: http://repository.vnu.edu.vn/handle/VNU_123/23914

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-...