Coverart for item
The Resource Financial modelling : theory, implementation and practice (with Matlab source), Jörg Kienitz, Daniel Wetterau

Financial modelling : theory, implementation and practice (with Matlab source), Jörg Kienitz, Daniel Wetterau

Label
Financial modelling : theory, implementation and practice (with Matlab source)
Title
Financial modelling
Title remainder
theory, implementation and practice (with Matlab source)
Statement of responsibility
Jörg Kienitz, Daniel Wetterau
Creator
Contributor
Author
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Kienitz, Joerg
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1981-
http://library.link/vocab/relatedWorkOrContributorName
Wetterau, Daniel
Series statement
Wiley finance series
http://library.link/vocab/subjectName
  • Finance
  • Finance
  • Numerical analysis
  • Numerical analysis
Label
Financial modelling : theory, implementation and practice (with Matlab source), Jörg Kienitz, Daniel Wetterau
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references (pages [695]-703) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
txt
Content type MARC source
rdacontent.
Contents
Introduction. -- Part I. Financial markets and popular models. -- Financial markets : data, basics and derivatives. -- Diffusion models. -- Models with jumps. -- Multi-dimensional models. -- Part II. Numerical methods and recipes. -- Option pricing by transform techniques and direct integration. -- Advanced topics using transform techniques. -- Monte Carlo simulation and applications. -- Monte Carlo simulations : advanced issues. -- Calibration and optimization. -- Model risk : calibration, pricing and hedging. -- Part III. Implementation, software design and mathematics. -- Matlab : basics. -- Matlab : object oriented development. -- Math fundamentals
Control code
FIEb17210458
Dimensions
25 cm.
Extent
xiii, 719 pages
Isbn
9780470744895
Media category
unmediated
Media MARC source
rdamedia.
Media type code
n
Other physical details
illustrations
System control number
(OCoLC)797975975
Label
Financial modelling : theory, implementation and practice (with Matlab source), Jörg Kienitz, Daniel Wetterau
Publication
Copyright
Bibliography note
Includes bibliographical references (pages [695]-703) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
txt
Content type MARC source
rdacontent.
Contents
Introduction. -- Part I. Financial markets and popular models. -- Financial markets : data, basics and derivatives. -- Diffusion models. -- Models with jumps. -- Multi-dimensional models. -- Part II. Numerical methods and recipes. -- Option pricing by transform techniques and direct integration. -- Advanced topics using transform techniques. -- Monte Carlo simulation and applications. -- Monte Carlo simulations : advanced issues. -- Calibration and optimization. -- Model risk : calibration, pricing and hedging. -- Part III. Implementation, software design and mathematics. -- Matlab : basics. -- Matlab : object oriented development. -- Math fundamentals
Control code
FIEb17210458
Dimensions
25 cm.
Extent
xiii, 719 pages
Isbn
9780470744895
Media category
unmediated
Media MARC source
rdamedia.
Media type code
n
Other physical details
illustrations
System control number
(OCoLC)797975975

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