剧情简介：This book puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. Part one develops a comprehensive toolkit including Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula functions, transform-based methods and quadrature techniques. The content orig...(展开全部)
作者：Gianluca Fusai
出版社：Springer
ISBN：9783540223481
