Financial modelling [electronic resource] : theory, implementation and practice (with Matlab source) / Joerg Kienitz, Daniel Wetterau. Financial modeling Kienitz, Joerg. Wetterau, Daniel, 1981- MATLAB. Finance Mathematical models. Numerical analysis. Finance Mathematical models Computer programs. Numerical analysis Computer programs. HG106 332.0285/53 23 Includes bibliographical references and index. Print version record and CIP data provided by publisher. Financial Modelling - Theory, Implementation and Practice is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi- ) analytic and simulation techniques, and calibration even for exotic options. The book is split into three parts. The first part considers f. Chichester, West Sussex, UK : John Wiley & Sons Ltd, 2012. 2012. 2012 Text 1 online resource. http://onlinelibrary.wiley.com/book/10.1002/9781118818565 eng Wiley finance Wiley finance series. Financial modelling. Financial modelling.