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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 M-files is available for download.

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About This Book

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

Springer, 2008

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