Financial modelling : theory, implementation and practice (with Matlab source) /

Financial Modelling - Theory, Implementation and Practice is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and as...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Kienitz, Joerg
Otros Autores: Wetterau, Daniel, 1981-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, West Sussex, UK : John Wiley & Sons Ltd, 2012.
Temas:
MATLAB.
MATLAB
Finance > Mathematical models.
Numerical analysis.
Finance > Mathematical models > Computer programs.
Numerical analysis > Computer programs.
Finances > Modèles mathématiques.
Analyse numérique.
Finances > Modèles mathématiques > Logiciels.
BUSINESS & ECONOMICS > Finance.
Finance > Mathematical models
Finance > Mathematical models > Computer programs
Numerical analysis
Numerical analysis > Computer programs
Acceso en línea:Texto completo
Descripción
Sumario:Financial Modelling - Theory, Implementation and Practice is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi- ) analytic and simulation techniques, and calibration even for exotic options. The book is split into three parts. The first part considers f.
Descripción Física:1 online resource
Bibliografía:Includes bibliographical references and index.
ISBN:9781118413296
1118413296
9781118413302
111841330X
9781118413319
1118413318
9781118818565
1118818563
9781283593014
1283593017

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