English
Deutsch
Français
简体中文
繁體中文
Categories
Study
Novel
Nonfiction
Health
Tutorial
Entertainment
Business
Magazine
Arts & Design
Audiobooks & Video Training
Cultures & Languages
Family & Home
Law & Politics
Lyrics & Music
Software Related
eBook Torrents
Uncategorized
Share With Friends
Archive by Date
2012-08-05
2012-08-04
2012-08-03
2012-08-02
2012-08-01
2012-07-31
2012-07-30
2012-07-29
2012-07-28
Search Tag
Newest
Methods for Finding Zeros in Polynomials
Lectures on Stochastic Flows and Applications
Educational Psychology by Edward L. Thorndike
The Last Days of Tolstoy by V. G. Chertkov
Globalization and Responsibility
Lectures on Siegel Modular Forms and Representation by Quadratic Forms
Lectures on Topics In One-Parameter Bifurcation Problems
History of the Incas by Pedro Sarmiento de Gamboa
Linear Algebra: Theorems and Applications
Lectures on Stochastic Differential Equations and Malliavin Calculus
A Short Biographical Dictionary of English Literature
Lectures on Sieve Methods and Prime Number Theory
Dollars and Sense by William Crosbie Hunter
The Theory of the Theatre by Clayton Hamilton
The Mathematics of Investment
Occupiers of Wall Street: Losers or Game Changers
The Solution of the Pyramid Problem
Lectures on Moduli of Curves
Walden by Henry David Thoreau
Useful Links
Implementing Models in Quantitative Finance: Methods and Cases
Posted on 2010-06-27
|  |
More 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, copula functions, transform-based methods and quadrature techniques. The content originates from class notes written for courses on numerical methods for finance and exotic derivative pricing held by the authors at Bocconi University since the year 2000. Part two proposes eighteen self-contained cases covering model simulation, derivative valuation, dynamic hedging, portfolio selection, risk management, statistical estimation and model calibration. It encompasses a wide variety of problems arising in markets for equity, interest rates, credit risk, energy and exotic derivatives. Each case introduces a problem, develops a detailed solution and illustrates empirical results. Proposed algorithms are implemented using either Matlab® or Visual Basic for Applications® in collaboration with contributors. MY LINKS OTHER PUBLICATIONS
Rating:
2.5 out of 5 by Book123 |
| Download Links | |
| Server | Status |
|---|---|
| Direct Download Link 1 | Alive |
| Direct Download Link 2 | Alive |
| Download Link (DOWNLOAD LINK) | Alive |
| Download Link (Mirror) | Alive |
|
Buy This Book at Best Price >> | |
Related Articles
 | Economics/Finances Implementing Information Technology Governance: Models, Practices and Cases Wim Van Grembergen, Steven Dehaes "Implementing Information Technology Governance: Models, Practices and Cases"IGI Publishing | 2007-08-27 | ISBN: 1599049244 | 255 pages | PDF | 2,6 MBIn many organizations, information technology (IT) has b ... |
 | Economics/Finances Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance Domingo Tavella, "Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance" Wiley | 2002 | ISBN: 0471394475 | 256 pages | PDF | 1,5 MB Praise for Quantitative Methods in Derivatives Pricing "Tavella’s text ... |
 | Quantitative Methods for Finance and Investments John Teall, Iftekhar Hasan "Quantitative Methods for Finance and Investments"Wiley-Blackwell | 2002-03-19 | ISBN: 063122338X | 296 pages | PDF | 1,5 MBQuantitative Methods for Finance and Investments ensures that readers will gain a reasona ... |
 | Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance) Author: Andrea Roncoroni, Gianluca FusaiPublisher: Springer (2008)Binding: Hardcover, 608 pagespricer: $79.95ISBN-10: 3540223487editorialreviewsThis book puts numerical methods into action for the purpose of solving concrete problems arisin ... |
 | Pairs Trading: Quantitative Methods and Analysis (Wiley Finance) Author: Ganapathy VidyamurthyPublisher: Wiley (2004)Binding: Hardcover, 224 pagespricer: $99.95ISBN-10: 0471460672editorialreviewsComprised of three information-packed parts, Pairs Trading presents an in-depth look at the various aspects of ... |
 | The Analytics of Risk Model Validation (Quantitative Finance) (Quantitative Finance) Author: Publisher: Academic Press (2007)Binding: Hardcover, 216 pagespricer: $69.95ISBN-10: 0750681586editorialreviewsRisk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regul ... |
Comments (0)
