Implementing Models in Quantitative Finance Methods And Cases, a Case-study Approach

"Based on the authors' courses in numerical methods for finance and exotic derivative pricing, this book applies numerical methods to real world problems arising in quantitative finance. It encompasses a wide variety of problems arising in markets for equity, interest rates, credit risk, energy and exotic derivatives. Each case introduces a problem, develops a detailed solution, and illustrates empirical results. Proposed algorithms are implemented using either Matlab or Visual Basic for Applications in collaboration with contributors."--BOOK JACKET.Fusai, Gianluca is the author of 'Implementing Models in Quantitative Finance Methods And Cases, a Case-study Approach', published 2007 under ISBN 9783540223481 and ISBN 3540223487.