Study note

Numerical Methods in Finance and Economics : A MATLAB-Based Introduction

Properties

Type
Books
Status
想读
Domain
Quant
Category
定价理论、随机分析与金融工程
Source
book.douban.com
Vault note
library/books/quant/Numerical-Methods-in-Finance-and-Economics-A-MATLAB-Based-Introduction-02aa94ae51da7138.md

Summary

Numerical Methods in Finance and Economics : A MATLAB-Based Introduction 关注金融工程中的数值计算、模拟、校准和编程实现,帮助把定价模型落到代码和实验。

Highlights

适合把数学公式转成可运行的定价/回测工具,尤其适合和 Python 或 MATLAB 实践结合。

Notes

Paolo Brandimarte;2006-10-6。

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