Implementing Models in Quantitative Finance: Methods and Cases

Implementing Models in Quantitative Finance: Methods and Cases

Written for undergraduate and graduate students, as well as for researchers and traders, this book applies numerical methods to solve real world problems arising in quantitative finance. The book is split into two parts: The first part is methodological and offers a comprehensive toolkit on numerical methods and algorithms. The second part deals with practical applications, and features eighteen self-contained cases.

MATLAB is used to solve many real-world application examples. In addition, a supplemental set of MATLAB code files is available for download.

About This Book

Gianluca Fusai, Università del Piemonte
Andrea Roncoroni, ESSEC Graduate Business School

Springer International Publishing, 2008

ISBN: 978-3-540-22348-1
Language: English

Buy Now at

Online-Unterricht mit MATLAB und Simulink

Ganz gleich, ob Sie einen Präsenzkurs auf ein hybrides Lehr-Modell umstellen, virtuelle Labore entwickeln oder ein reines Online-Programm erstellen: MathWorks unterstützt Sie bei der Gestaltung aktiven ortsunabhängigen Lernens.

MATLAB Courseware

Teaching materials based on MATLAB and Simulink.

Find full course and labs