Implementing Models in Quantitative Finance: Methods and Cases
Gianluca Fusai, Università del Piemonte;
Andrea Roncoroni, ESSEC Graduate Business School
Springer International Publishing, 2008
ISBN: 978-3-540-22348-1;
Language: English
Written for undergraduate and graduate students, as well as for researchers and traders, this book applies numerical methods to solve real world problems arising in quantitative finance. The book is split into two parts: The first part is methodological and offers a comprehensive toolkit on numerical methods and algorithms. The second part deals with practical applications, and features eighteen self-contained cases.
MATLAB is used to solve many real-world application examples. In addition, a supplemental set of MATLAB code files is available for download.
