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Financial modelling: theory, implementation and practice (with MATLAB source)

By: Kienitz, Jorg.
Contributor(s): Wetterau, Daniel.
Publisher: Hoboken John Wiley & Sons 2012Description: xiii, 719 p.ISBN: 9780470744895.Subject(s): Finance | Finance - Mathematical models | Numerical analysis | Finance - Mathematical models - Computer programs | Numerical analysis - Computer programsDDC classification: 332.028553 Summary: Financial Modelling - Theory, Implementation and Practice is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options.
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Books Vikram Sarabhai Library
Slot 611 (0 Floor, West Wing) Non-fiction 332.028553 K4F4 (Browse shelf) Available 178244

Includes bibliographical references and index.

Financial Modelling - Theory, Implementation and Practice is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options.

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