Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance) 豆 0.0分

资源最后更新于 2020-08-18 15:44:10

作者：Gianluca Fusai

出版社：Springer

出版日期：2008-01

ISBN：9783540223481

文件格式： pdf

标签： 金融 springer_finance Quantitative 量化 finance 金融工程 英文原版 quantitative

简介· · · · · ·

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 orig...