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Financial Modelling - Theory, Implementation And Practice With MATLAB Source [EPUB]
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Theory, Implementation and Practice with MATLAB Source
Jörg Kienitz and Daniel Wetterau
Financial Modelling - Theory, Implementation and Practice with MATLAB Source is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options.
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