Computational Finance - MATLAB (R) Oriented Modeling (Hardcover)

Computational finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. Indeed, many models used in practice involve complex mathematical problems, for which an exact or a closed-form solution is not available. Consequently, we need to rely on computational techniques and specific numerical algorithms. This book combines theoretical concepts with practical implementation. Furthermore, the numerical solution of models is exploited, both to enhance the understanding of some mathematical and statistical notions, and to acquire sound programming skills in MATLAB (R), which is useful for several other programming languages also. The material assumes the reader has a relatively limited knowledge of mathematics, probability, and statistics. Hence, the book contains a short description of the fundamental tools needed to address the two main fields of quantitative finance: portfolio selection and derivatives pricing. Both fields are developed here, with a particular emphasis on portfolio selection, where the author includes an overview of recent approaches. The book gradually takes the reader from a basic to medium level of expertise by using examples and exercises to simplify the understanding of complex models in finance, giving them the ability to place financial models in a computational setting. The book is ideal for courses focusing on quantitative finance, asset management, mathematical methods for economics and finance, investment banking, and corporate finance.

General

Imprint:	Routledge
Country of origin:	United Kingdom
Series:	Routledge-Giappichelli Studies in Business and Management
Release date:	August 2020
First published:	2021
Authors:	Francesco Cesarone
Dimensions:	246 x 174mm (L x W)
Format:	Hardcover
Pages:	236
ISBN-13:	978-0-367-49303-5
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Economics > Econometrics > Economic statistics Books > Business & Economics > Finance & accounting > Finance > Corporate finance Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General Books > Money & Finance > Corporate finance Books > Money & Finance > Investment & securities > General
LSN:	0-367-49303-9
Barcode:	9780367493035

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