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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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Main Authors: Fusai, Gianluca. (Author, http://id.loc.gov/vocabulary/relators/aut), Roncoroni, Andrea. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edition:1st ed. 2008.
Series:Springer Finance,
Subjects:
Public finance.
Economics, Mathematical .
Computer mathematics.
Partial differential equations.
Numerical analysis.
Public Economics.
Quantitative Finance.
Computational Mathematics and Numerical Analysis.
Partial Differential Equations.
Numerical Analysis.
Online Access:https://doi.org/10.1007/978-3-540-49959-6

Internet

https://doi.org/10.1007/978-3-540-49959-6

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