Comprehensive toolkit for numerical methods in finance enables hands-on problem solving
Twenty self-contained case studies provide real-world application experience
Detailed solutions guide users through computer implementation for each case
Appendices offer crash courses in VBA and MATLAB programming for quick learning
Covers essential topics including model simulation, asset pricing, hedging, and risk management
Summarized by Shop
Springer Finance Implementing Models in Quantitative Finance: Methods and Cases Gianluca Fusai | Andrea Roncoroni Business & Economics / Public Finance This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. It fills a gap in the current published literature by delivering a case-st
Number of Case Studies
20
Language
English
appendices
VBA and MATLAB programming crash courses
Focus Areas
Model simulation, asset pricing, hedging, risk management, statistical estimation, model calibration