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Titlebook: Implementing Models in Quantitative Finance: Methods and Cases; Gianluca Fusai,Andrea Roncoroni Book 2008 Springer-Verlag Berlin Heidelber

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书目名称Implementing Models in Quantitative Finance: Methods and Cases
编辑Gianluca Fusai,Andrea Roncoroni
视频video
概述Fills a gap in the current published literature by delivering a case-study collection together with a self-contained course on major numerical methods developed and used by the finance industry.Learni
丛书名称Springer Finance
图书封面Titlebook: Implementing Models in Quantitative Finance: Methods and Cases;  Gianluca Fusai,Andrea Roncoroni Book 2008 Springer-Verlag Berlin Heidelber
描述Introduction This book presents and develops major numerical methods currently used for solving problems arising in quantitative ?nance. Our presentation splits into two parts. Part I is methodological, and offers a comprehensive toolkit on numerical me- ods and algorithms. This includes Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula fu- tions, transform-based methods and quadrature techniques. Part II is practical, and features a number of self-contained cases. Each case introduces a concrete problem and offers a detailed, step-by-step solution. Computer code that implements the cases and the resulting output is also included. The cases encompass a wide variety of quantitative issues arising in markets for equity, interest rates, credit risk, energy and exotic derivatives. The corresponding problems cover model simulation, derivative valuation, dynamic hedging, portfolio selection, risk management, statistical estimation and model calibration. R We provide algorithms implemented using either Matlab or Visual Basic for R Applications (VBA). Several codes are made available through a link accessible from
出版日期Book 2008
关键词JEL: G11, G13, C15, C22, C63; MATLAB; Monte Carlo simulation; Numerical methods in finance; STATISTICA; S
版次1
doihttps://doi.org/10.1007/978-3-540-49959-6
isbn_softcover978-3-642-06107-3
isbn_ebook978-3-540-49959-6Series ISSN 1616-0533 Series E-ISSN 2195-0687
issn_series 1616-0533
copyrightSpringer-Verlag Berlin Heidelberg 2008
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Book 2008del simulation, derivative valuation, dynamic hedging, portfolio selection, risk management, statistical estimation and model calibration. R We provide algorithms implemented using either Matlab or Visual Basic for R Applications (VBA). Several codes are made available through a link accessible from
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in improving the primary care, secondary care and tertiary care of public. This chapter focuses on how the capabilities of Internet of things (IoT)can be leveraged in providing better Healthcare. In this chapter, various applications of IoT in healthcare as well as the challenges in the implementati
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Larger language algorithms (a subset of deep learning) have revolutionized the way we understand and generate natural language. With their vast scale and pretrained understanding, these models can understand, generate, and engage with human speech at a level we have never seen before. They have fou
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