Implementing Models in Quantitative Finance: Methods and Cases
This book puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. Part one develops a comprehensive toolkit including Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copul...
Cote: | Libro Electrónico |
---|---|
Auteurs principaux: | , |
Collectivité auteur: | |
Format: | Électronique eBook |
Langue: | Inglés |
Publié: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2008.
|
Édition: | 1st ed. 2008. |
Collection: | Springer Finance,
|
Sujets: | |
Accès en ligne: | Texto Completo |