9798196310355 - numerical engines in quantitative finance: computational methods for pricing, risk, calibration, and simulation di strauss, johann (5 risultati)
- Brossura
Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 36,08
EUR 5,89 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
- Brossura
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 50,60
EUR 62,59 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Taschenbuch. Condizione: Neu. Neuware.
- Brossura
- Print on Demand
Da: California Books, Miami, FL, U.S.A.California Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 36,13
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New. Print on Demand.
- Brossura
- Print on Demand
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 40,97
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
Paperback. Condizione: new. Paperback. Reactive PublishingNumerical Engines in Quantitative Finance is a practical guide to the computational methods used to build pricing, risk, calibration, and simulation workflows in modern quantitative finance.Designed for readers who already understand the foundations of financial modeling,… this book focuses on the numerical machinery behind quantitative systems. It explains how models are translated into reliable computational processes, how numerical choices affect accuracy and stability, and how pricing and risk engines can be structured for real-world analytical use.Inside, readers will explore core techniques used across derivatives pricing, portfolio risk, model calibration, Monte Carlo simulation, finite difference methods, optimization, curve construction, and scenario analysis. The emphasis is on building a clear understanding of how numerical methods behave, where they fail, and how they can be tested, validated, and improved.Topics include: Numerical foundations for quantitative financePricing engine architecture and model implementationRisk measurement and sensitivity calculationCalibration methods for financial modelsMonte Carlo simulation and variance reductionFinite difference approaches for pricing problemsCurve construction, interpolation, and bootstrappingStability, convergence, validation, and error analysisPractical design patterns for computational finance systemsRather than presenting quantitative finance as a collection of isolated formulas, this book treats it as an engineering discipline. Readers will learn how numerical components connect, how model assumptions flow through computational systems, and how to design engines that are more transparent, testable, and robust.Numerical Engines in Quantitative Finance is suited for quantitative analysts, financial engineers, advanced finance students, and technically oriented traders who want a deeper understanding of the computational infrastructure behind pricing and risk systems. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
- Brossura
- Print on Demand
Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 40,47
EUR 43,41 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Paperback. Condizione: new. Paperback. Reactive PublishingNumerical Engines in Quantitative Finance is a practical guide to the computational methods used to build pricing, risk, calibration, and simulation workflows in modern quantitative finance.Designed for readers who already understand the foundations of financial modeling,… this book focuses on the numerical machinery behind quantitative systems. It explains how models are translated into reliable computational processes, how numerical choices affect accuracy and stability, and how pricing and risk engines can be structured for real-world analytical use.Inside, readers will explore core techniques used across derivatives pricing, portfolio risk, model calibration, Monte Carlo simulation, finite difference methods, optimization, curve construction, and scenario analysis. The emphasis is on building a clear understanding of how numerical methods behave, where they fail, and how they can be tested, validated, and improved.Topics include: Numerical foundations for quantitative financePricing engine architecture and model implementationRisk measurement and sensitivity calculationCalibration methods for financial modelsMonte Carlo simulation and variance reductionFinite difference approaches for pricing problemsCurve construction, interpolation, and bootstrappingStability, convergence, validation, and error analysisPractical design patterns for computational finance systemsRather than presenting quantitative finance as a collection of isolated formulas, this book treats it as an engineering discipline. Readers will learn how numerical components connect, how model assumptions flow through computational systems, and how to design engines that are more transparent, testable, and robust.Numerical Engines in Quantitative Finance is suited for quantitative analysts, financial engineers, advanced finance students, and technically oriented traders who want a deeper understanding of the computational infrastructure behind pricing and risk systems. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
