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Quantitative Finance Maria C Mariani Ionut Florescu

  • SKU: BELL-10568798
Quantitative Finance Maria C Mariani Ionut Florescu
$ 31.00 $ 45.00 (-31%)

5.0

110 reviews

Quantitative Finance Maria C Mariani Ionut Florescu instant download after payment.

Publisher: Wiley
File Extension: PDF
File size: 3.13 MB
Author: Maria C. Mariani; Ionut Florescu
ISBN: 9781118629956, 1118629957
Language: English
Year: 2020

Product desciption

Quantitative Finance Maria C Mariani Ionut Florescu by Maria C. Mariani; Ionut Florescu 9781118629956, 1118629957 instant download after payment.

The book is complete with different coding techniques in R and MATLAB and generic pseudo-algorithms to modern finance. Starting with the theoretical backdrop needed from probability and stochastic processes and the description of financial instruments priced throughout the book, the classical Black-Scholes-Merton model is, then, presented in a uniquely accessible and understandable way. Implied volatility, local volatility surfaces, and general methods of inverting partial differential equations (PDE's) are, then, discussed.

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