Numerical Engines in Quantitative Finance: Computational Methods for Pricing, Risk, Calibration, and Simulation
Numerical Engines in Quantitative Finance presents a focused exploration of computational methods for pricing, risk, calibration, and simulation. Written for readers interested in the mathematical and computational foundations of quantitative finance, it brings these core applications together in a single, technically oriented volume.
About This Book
Numerical Engines in Quantitative Finance examines computational methods used in modern quantitative finance.
The book focuses on numerical engines for pricing financial instruments and analyzing associated risk.
It also addresses calibration, connecting computational techniques with the process of fitting financial models.
Simulation forms another central topic, highlighting computational approaches for modeling quantitative-finance problems.
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