Financial Modelling - Theory, Implementation and Practice with MATLAB Source

Name: Financial Modelling - Theory, Implementation and Practice with MATLAB Source
Brand: John Wiley & Sons Inc
SKU: 9780470744895
Price: 356.51 PLN
Availability: InStock

Autor: Joerg Kienitz

Język:

Oprawa: Twarda

Wydawca: John Wiley & Sons Inc

Dostępność: Dostępna u dostawcy

Wysyłamy za 10-18 dni

356.51 zł

This book will enable the reader to model, design and implement a range of financial models for deri...

Informacje o książce

Autor

Joerg Kienitz

Język

Angielski

Oprawa

Książka - Twarda

Data wydania

2012

strony

734

EAN

9780470744895

ISBN

9780470744895

Enbook ID

01234503

Wydawca

John Wiley & Sons Inc

Waga

1386

Wymiary

176 x 249 x 45

Pełny opis

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.

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Financial Modelling - Theory, Implementation and Practice with MATLAB Source

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