{"product_id":"andrea-roncoroni-implementing-models-in-quantitative-finance-methods-and-cases-9783540223481","title":"Implementing Models in Quantitative Finance: Methods and Cases","description":"This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. It fills a gap in the current published literature by delivering a case-study collection together with a self-contained course on major numerical methods developed and used by the finance industry. The book originates from class notes and case studies developed within a course on numerical methods in finance held by the authors at Bocconi University. The first part develops a toolkit in numerical methods for finance (Monte Carlo, PDE, Stochastic Optimization, Copula, Econometrics). The second part proposes twenty self-contained cases covering model simulation, asset pricing and hedging, risk management, statistical estimation and model calibration.","brand":"Springer","offers":[{"title":"Default Title","offer_id":53918596792662,"sku":null,"price":0.0,"currency_code":"EUR","in_stock":false}],"url":"https:\/\/www.momoxbooks.com\/products\/andrea-roncoroni-implementing-models-in-quantitative-finance-methods-and-cases-9783540223481","provider":"momoxbooks","version":"1.0","type":"link"}