Téléchargez le livre : A Workout in Computational Finance
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Description
A comprehensive introduction to various numerical methods used in computational finance today
Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the ability to assess their quality, advantages, and limitations. This book offers a thorough introduction to each method, revealing the numerical traps that practitioners frequently fall into. Each method is referenced with practical, real-world examples in the areas of valuation, risk analysis, and calibration of specific financial instruments and models. It features a strong emphasis on robust schemes for the numerical treatment of problems within computational finance. Methods covered include PDE/PIDE using finite differences or finite elements, fast and stable solvers for sparse grid systems, stabilization and regularization techniques for inverse problems resulting from the calibration of financial models to market data, Monte Carlo and Quasi Monte Carlo techniques for simulating high dimensional systems, and local and global optimization tools to solve the minimization problem.
Pages
336 pages
Collection
The Wiley Finance Series
Parution
2013-08-13
Marque
Wiley
EAN papier
9781119971917
EAN PDF
9781119973485
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
336
Taille du fichier
14551 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
71,53 €
EAN EPUB
9781119973492
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
336
Taille du fichier
11049 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
71,53 €

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