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Quantitative Finance (Statistics in Practice) PDF

491 Pages·2019·3.2 MB·English
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by MARIA CRISTINA MARIANI| 2019| 491 pages| 3.2| English

About Quantitative Finance (Statistics in Practice)

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.

Detailed Information

Author:MARIA CRISTINA MARIANI
Publication Year:2019
ISBN:9781118629956
Pages:491
Language:English
File Size:3.2
Format:PDF
Price:FREE
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