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Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

Gianluca Fusai




[PDF.ha05] Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

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 | #1655393 in eBooks |  2013-04-11 |  2013-04-11 | File type: PDF

||15 of 17 people found the following review helpful.| Great value for money|By Governor|The biggest problem with this book is the risk that it will be stolen.

Everyone in the commercial bank where I work seems interested in it. The coverage is extremely broad, but the exposition is patient and thorough. I have already used the book to great effect in validating a couple of exotic equity derivative pricing models, and| ||From the reviews:||"As the title suggests the book is divided into two parts. … The style of the book is very inviting and it should be on the shelf of every serious researcher and practitioner in quantitative finance, including graduate students. Teac

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 derivat...

You easily download any file type for your gadget.Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)   |  Gianluca Fusai. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.

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