Kontakt
Jak nakupovat
Doručení
Nákupní rádce
Financial Modelling - Theory, Implementation and Practice with MATLAB Source
Angličtina
210 b
30 dní na vrácení zboží
Zákazníci také koupili
/
Brožovaná
608
Kč
/
Brožovaná
156
Kč
/
Brožovaná
813
Kč
/
Pevná
1 108
Kč
/
Brožovaná
874
Kč
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.
Informace o knize
Angličtina
Darujte tuto knihu ještě dnes
Je to snadné
1 Přidejte knihu do košíku a zvolte doručit jako dárek 2 Obratem vám zašleme poukaz 3 Kniha dorazí na adresu obdarovanéhoMohlo by vás také zajímat
/
Pevná
1 759
Kč
/
Brožovaná
237
Kč
/
Pevná
5 915
Kč
/
Brožovaná
303
Kč
/
Brožovaná
403
Kč
/
Adobe ePub DRM
4 182
Kč
Ahoj! Jsem Libroamiko, tvůj knižní rádce.
Jak ti můžu pomoct?