Newsletter   Secure Checkout   View Cart (0 items)  
Search:    Welcome Guest! Save up to 30-40% on most items with our awesome everyday discounts!

Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance) [Hardcover]

Our Price $ 62.99  
Retail Value $ 89.99  
You Save $ 27.00  (30%)  
Item Number 233124  
Buy New $62.99
Out Of Stock!
Currently Out Of Stock
Currently unavailable...

Item description for Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance) by Gianluca Fusai & Andrea Roncoroni...

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 originates from class notes written for courses on numerical methods for finance and exotic derivative pricing held by the authors at Bocconi University since the year 2000. Part two proposes eighteen self-contained cases covering model simulation, derivative valuation, dynamic hedging, portfolio selection, risk management, statistical estimation and model calibration. It encompasses a wide variety of problems arising in markets for equity, interest rates, credit risk, energy and exotic derivatives. Each case introduces a problem, develops a detailed solution and illustrates empirical results. Proposed algorithms are implemented using either MatlabAr or Visual Basic for ApplicationsAr in collaboration with contributors.

Promise Angels is dedicated to bringing you great books at great prices. Whether you read for entertainment, to learn, or for literacy - you will find what you want at!

Item Specifications...

Pages   607
Est. Packaging Dimensions:   Length: 1" Width: 6.25" Height: 9.5"
Weight:   2.2 lbs.
Binding  Hardcover
Release Date   Mar 4, 2008
Publisher   Springer
ISBN  3540223487  
ISBN13  9783540223481  

Availability  0 units.

More About Gianluca Fusai & Andrea Roncoroni

Register your artisan biography and upload your photo! Gianluca Fusai is Associate Professor in Financial Calculus at UniversitA degli Studi del Piemonte Orientale (Italy) and a Research Associate at Financial Options Research Center, Univeristy of Warwick. He holds a Ph.D in Finance from the Warwick Business School and a MS in Statistics and Operational Research from University of Essex, UK. His research interest are Financial Engineering, Numerical Methods, Portfolio Selection, and Financial Statistics. On this topics he has published in journals like Journal of Computational Finance, Risk, Annals of Applied Probability, International Journal of Theoretical and Applied Finance. He has worked as a consultant in the private sector (Mediolanum Assicurazioni, Selenia Luxco, Nike Consulting, Software Company, Equitable House).

Andrea Roncoroni is Assistant Professor in Finance at ESSEC Business School (France). He holds a MS in Mathematics from the Courant Institute of Mathematical Finance at the New York University, a Ph.D. in Applied Mathematics from the University of Trieste, and a Ph.D. in Finance from the University Paris Dauphine. His research interests span Financial Modelling, Econometrics, Derivative Valuation and Risk Management in Interest-Rate and Energy Markets. He has worked as a consultant for private and public institutions (Gaz de France, Fideuram Capital Asset Manegement, Italian Stock Exchange, Italian Authority for Energy and Gas Markets).

Gianluca Fusai has an academic affiliation as follows - Universit? degli Studi del Piemonte.

Are You The Artisan or Author behind this product?
Improve our customers experience by registering for an Artisan Biography Center Homepage.

Product Categories

1Books > Special Features > New & Used Textbooks > Business & Finance > Economics
2Books > Special Features > New & Used Textbooks > Business & Finance > Finance
3Books > Special Features > New & Used Textbooks > Sciences > Mathematics
4Books > Subjects > Business & Investing > Economics > General
5Books > Subjects > Professional & Technical > Accounting & Finance > Finance > General
6Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Differential Equations
7Books > Subjects > Professional & Technical > Professional Science > Mathematics > Mathematical Analysis
8Books > Subjects > Professional & Technical > Professional Science > Mathematics > Number Systems
9Books > Subjects > Science > General
10Books > Subjects > Science > Mathematics > Applied > Differential Equations
11Books > Subjects > Science > Mathematics > General
12Books > Subjects > Science > Mathematics > Number Systems

Reviews - What do customers think about Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)?

Be the first to write a review about Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

Ask A Question or Provide Feedback regarding Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

Item Feedback and Product Questions
For immediate assistance call 888.395.0572 during the hours of 10am thru 8pm EST Monday thru Friday and a customer care representative will be happy to help you!

Help us continuously improve our service by reporting your feedback or questions below:

I have a question regarding this product
The information above is incorrect or conflicting
The page has misspellings or incorrect grammar
The page did not load correctly in my browser or created an error.

Email Address:
Anti Spam Question. To combat spammers we require that you answer a simple question.
What color is the sky?
Leave This Blank :
Do Not Change This Text :

Add This Product Widget To Your Website

Looking to add this information to your own website? Then use our Product Widget to allow you to display product information in a frame that is 120 pixels wide by 240 pixels high.

    Copy and paste the following HTML into your website and enjoy!

Order toll-free weekdays 10am thru 10pm EST by phone: 1-888-395-0572 (Lines are closed on holidays & weekends.)
Customer Service | My Account | Track My Orders | Return Policy | Request Free Catalog | Email Newsletter

Gift Certificates
RSS Feeds
About Us
Contact Us
Terms Of Use
Privacy Policy