Implementing Models in Quantitative Finance: Methods and Cases |
|
| Author:
| Fusai, Gianluca
Roncoroni, Andrea |
| Series title: | Springer Finance Ser. |
| ISBN: | 978-3-540-49959-6 |
| Publication Date: | Dec 2007 |
| Publisher: | Springer London, Limited
|
| Book Format: | Ebook |
| List Price: | USD $89.99 |
Book Description:
|
This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. It fills a gap in the current published literature by delivering a case-study collection together with a self-contained course on major numerical methods developed and used by the finance industry.
This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. It fills a gap in the current published literature by delivering a case-study collection together with a self-contained course on major numerical methods developed and used by the finance industry.