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Introduction to Calibration Methods in Finance: With Markey Applications (Wiley Finance Series)
Introduction to Calibration Methods in Finance With Markey Applications - Wiley Finance Series Author:Salih N. Neftci 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 com... more »plex derivative instruments.« less