Financial modelling: theory, implementation and practice with Matlab source
Kienitz, Joerg
Wetterau, Daniel
91,43 €(IVA inc.)
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
- ISBN: 978-0-470-74489-5
- Editorial: John Wiley & Sons
- Encuadernacion: Cartoné
- Páginas: 736
- Fecha Publicación: 08/10/2012
- Nº Volúmenes: 1
- Idioma: Inglés