Over dit e-boek
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.
Over de auteur
Francesco Cesarone is an Assistant Professor of Computational Finance at the Department of Business Studies of the Roma Tre University, Italy.
Dit e-boek beoordelen
Geef ons je mening.
Informatie over lezen
Smartphones en tablets
Installeer de Google Play Boeken-app voor Android en iPad/iPhone. De app wordt automatisch gesynchroniseerd met je account en met de app kun je online of offline lezen, waar je ook bent.
Laptops en computers
Via de webbrowser van je computer kun je luisteren naar audioboeken die je hebt gekocht op Google Play.
eReaders en andere apparaten
Als je wilt lezen op e-ink-apparaten zoals e-readers van Kobo, moet je een bestand downloaden en overzetten naar je apparaat. Volg de gedetailleerde instructies in het Helpcentrum om de bestanden over te zetten op ondersteunde e-readers.
