theory, implementation and practice (with MATLAB source) Kienitz, Joerg Primary Author Wetterau, Daniel, Primary Author mixed material bibliography United Kingdom John Wiley & Sons 2012 en English

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xiii, p. 719 : Illust. ; 25 cm Financial Modelling - Theory, Implementation and Practice is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi- ) analytic and simulation techniques, and calibration even for exotic options. The book is split into three parts. The first part considers f. Business MATLAB Numerical Analysis Numerical Analysis--Computer Programs Finance--Mathematical Models Finance--Mathematical models--Computer programs 332.028553 9780470744895 e-Library Universitas Pertamina Be Global Leader 332.028553 KIE f 5748/pup/2017 Perpustakaan Universitas Pertamina 332.028553 KIE f c.1 n.jpg.jpg 2536 2018-08-03 16:14:50 2018-08-24 15:57:45 machine generated Civil Engineering Logistics Engineering