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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