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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Fusai, Gianluca (Author), Roncoroni, Andrea (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edition:1st ed. 2008.
Series:Springer Finance,
Subjects:
Finance, Public.
Social sciences > Mathematics.
Mathematics > Data processing.
Differential equations.
Numerical analysis.
Public Economics.
Mathematics in Business, Economics and Finance.
Computational Mathematics and Numerical Analysis.
Differential Equations.
Numerical Analysis.
Online Access:Texto Completo

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