Francesco Cesarone

Computational Finance

MATLAB(R) Oriented Modeling

• Broschiertes Buch

Produktbeschreibung

The theoretical aspects of the book are based on an essential introduction to the building blocks of the two topics under consideration: mathematical programming and stochastic processes. It also includes a primer on MATLAB, as a tool to help students, scholars and practitioners use the concepts in the book.

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Produktdetails

• Verlag: Taylor & Francis Ltd (Sales)
• Seitenzahl: 242
• Erscheinungstermin: 5. August 2020
• Englisch
• Abmessung: 246mm x 175mm x 18mm
• Gewicht: 517g
• ISBN-13: 9780367493035
• ISBN-10: 0367493039
• Artikelnr.: 69938607

Autorenporträt

Francesco Cesarone is an Assistant Professor of Computational Finance at the Department of Business Studies of the Roma Tre University, Italy.

Inhaltsangabe

Part I: Programming techniques for financial calculus 1. An introduction to
MATLAB with applications Part II: Portfolio Selection 2. Preliminary
elements in Probability Theory and Statistics 3. Linear and Non-linear
Programming 4. Portfolio Optimization Part III: Derivatives pricing 5.
Further elements on Probability Theory and Statistics 6. Pricing of
derivatives with an underlying security