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Implementing models in quantitative finance : methods and casesFusai, Gianluca ; Roncoroni, AndreaType of material - book ; adult, seriousPublication and manufacture - Berlin ; Heidelberg ; New York : Springer, cop. 2008Language - englishISBN - 978-3-540-22348-1COBISS.SI-ID - 15576665
Author
Fusai, Gianluca |
Roncoroni, Andrea
Collection
Springer finance
Topics
finančna matematika |
kvantitativne finance |
numerične metode |
modeli |
algoritmi |
Matlab |
Visual Basic |
metode Monte Carlo |
dinamično programiranje |
stohastična optimizacija |
kopule |
mathematics |
finance |
quantitative finance |
numerical methods |
models |
algorithms |
Matlab |
Visual Basic |
Monte Carlo methods |
Monte Carlo simulation |
dynamic programming |
stochastic optimization |
copulas
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Library | Call number – location, accession no. ... | Copy status |
---|---|---|
FMF, Mathematical Library, Lj. | Knjižnica-MAT Numerična matematika 12681/20 |
available - outside loan, loan period: 1 months |
FMF, Mathematical Library, Lj. | 12681/20 1 |
on loan - outside loan, due date: not specified |
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DRS, in which the journal is indexed
Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Fusai, Gianluca | ![]() |
Roncoroni, Andrea | ![]() |
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