|
|
Sold Out
Book Categories |
Contents: Part I: Methods. Finite Difference Methods; Numerical Solution of Linear Systems; Basic Monte Carlo; Advanced Monte Carlo; Quadrature Methods; Laplace Transforms; Structuring Dependence using Copula Functions; Dynamic Programming - Part II: Cases. Portfolio Selection: "Optimizing an Error"; Alpha, Beta, and Beyond; Automatic Trading: Winning or Losing in a kBit; Estimating the Risk Neutral Density; An "American" Monte Carlo; Fixing Volatile Volatility; An Average Problem; Quasi Monte Carlo; Lookback Options: A Discrete Problem; Electrifying the Price of Power; A Sparkling Option; Swinging on a Tree; Floating-Rate Mortgages; Basket Default Swaps; Scenario Simulation using Principal Components; Parametric estimation of Jump-Diffusions; Nonparametric Estimation of Jump-Diffusions; A Smiling GARCH. Appendices. Companion CD.
.
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Josefina Barria
reviewed Implementing Models in Quantitative Finance: Methods and Cases on August 22, 2011
Implementing Models in Quantitative Finance: Methods and Cases
There are some very interesting things in this book, but the subtitle "A Student Introduction" is a bit misleading. A lot of the workings out are either rushed through or missed altogether, students looking for an actual introduction to finance will have trouble with this book (I'm a year 2 maths student). Will pick it back up in a few years and I'm sure it will be useful then.
Login|Complaints|Blog|Games|Digital Media|Souls|Obituary|Contact Us|FAQ
CAN'T FIND WHAT YOU'RE LOOKING FOR? CLICK HERE!!! X
You must be logged in to add to WishlistX
This item is in your Wish List
X
This item is in your Collection
Implementing Models in Quantitative Finance: Methods and Cases
X
This Item is in Your Inventory
Implementing Models in Quantitative Finance: Methods and Cases
X
You must be logged in to review the productsX
X
X
Add Implementing Models in Quantitative Finance: Methods and Cases, 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, sh, Implementing Models in Quantitative Finance: Methods and Cases to the inventory that you are selling on WonderClubX
X
Add Implementing Models in Quantitative Finance: Methods and Cases, 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, sh, Implementing Models in Quantitative Finance: Methods and Cases to your collection on WonderClub |
