Contact
How to shop
Delivery
Shopping guide
Financial Modelling - Theory, Implementation and Practice with MATLAB Source
English
226 b
Up to 30 days for returns
Customers also purchased
/
Paperback
7.08
€
13.85 лв
/
Paperback
25.81
€
50.48 лв
/
Paperback
26.53
€
51.89 лв
/
Paperback
13.08
€
25.59 лв
/
Paperback
40.60
€
79.42 лв
/
Hardback
48.88
€
95.60 лв
This book will enable the reader to model, design and implement a range of financial models for derivatives pricing and asset allocation. The book will provide practitioners with the complete financial modeling workflow, from model choice, deriving (semi-) analytic approximate prices and Greeks even for exotic options. Such methods can be used for calibration to market data. Furthermore, Monte Carlo simulation techniques are covered which can be applied to multi-dimensional and path dependent options or some asset allocation problems.§Equity/Equity-Interest Rate Hybrid models, Interest Rate models and Asset Allocation are used as examples showing specific models with analysis of their features. The authors then go on to show how to price simple options and how to calibrate the models to real life market data and finally they discuss the pricing of exotic options. At the end of these sections the reader will be able to use the techniques discussed for equity derivatives and interest rate models in other areas of finance such as foreign exchange and inflation.
About the book
English
Categories
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's addressYou might also be interested in
/
Hardback
79.97
€
156.41 лв
/
Paperback
13.19
€
25.79 лв
/
Paperback
14.79
€
28.93 лв
/
Paperback
10.34
€
20.23 лв
/
Hardback
292.13
€
571.35 лв
/
Paperback
6.25
€
12.23 лв
/
Paperback
17.53
€
34.29 лв
Hi! I'm Libroamiko, your book advisor.
How can I help you?