9780367493035: Computational Finance: MATLAB® Oriented Modeling
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ISBN 10: 0367493039 ISBN 13: 9780367493035
Casa editrice: Routledge, 2020

Sinossi

Computational finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. Indeed, many models used in practice involve complex mathematical problems, for which an exact or a closed-form solution is not available. Consequently, we need to rely on computational techniques and specific numerical algorithms. This book combines theoretical concepts with practical implementation. Furthermore, the numerical solution of models is exploited, both to enhance the understanding of some mathematical and statistical notions, and to acquire sound programming skills in MATLAB®, which is useful for several other programming languages also. The material assumes the reader has a relatively limited knowledge of mathematics, probability, and statistics. Hence, the book contains a short description of the fundamental tools needed to address the two main fields of quantitative finance: portfolio selection and derivatives pricing. Both fields are developed here, with a particular emphasis on portfolio selection, where the author includes an overview of recent approaches. The book gradually takes the reader from a basic to medium level of expertise by using examples and exercises to simplify the understanding of complex models in finance, giving them the ability to place financial models in a computational setting. The book is ideal for courses focusing on quantitative finance, asset management, mathematical methods for economics and finance, investment banking, and corporate finance.

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Informazioni sull?autore

Francesco Cesarone is an Assistant Professor of Computational Finance at the Department of Business Studies of the Roma Tre University, Italy.

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Editore
Routledge
Data di pubblicazione
2020
Lingua
Inglese
ISBN 10 
0367493039
ISBN 13 
9780367493035
Rilegatura
Copertina rigida
Numero edizione
1
Numero di pagine
242
Contatto del produttore
Taylor and Francis, GPSR Taylor and Francis
gpsr@taylorandfrancis.com

Taylor & Francis Verlag GmbH, Kaufingerstraße 24
München
80331
Germania

Altre edizioni note dello stesso titolo

9788892132504: Computational finance. Matlab© oriented modeling

Edizione in evidenza

ISBN 10:  8892132504 ISBN 13:  9788892132504
Casa editrice: Giappichelli, 2020
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