The book will look at major, state of the art calibration methods used in the analysis and pricing of financial derivatives using Mathematica, Matlab and C++. Using practical examples and market data, it will enable the reader to understand and apply major calibration, estimation and numerical tools required to analyze, risk manage and price complex derivative instruments.
- ISBN10 0470016310
- ISBN13 9780470016312
- Publish Date 1 August 2010
- Publish Status Cancelled
- Publish Country GB
- Publisher John Wiley and Sons Ltd
- Imprint Wiley-Blackwell
- Format Hardcover
- Pages 256
- Language English