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Huynh T.H., Lai V.S., Soumare I. Stochastic simulation and applications in finance with MatLAB programs

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Huynh T.H., Lai V.S., Soumare I. Stochastic simulation and applications in finance with MatLAB programs
Chichester: John Wiley & Sons Ltd, 2008. — 356 p. — ISBN: 978-0-470-72538-2.
This book aims to reinforce several aspects of simulation
techniques and their applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the material for senior undergrad and graduate students as
well as professionals working in risk management and financial engineering.
The book introduces and trains users in the formulation and resolution of financial problems.
As exercises, it provides computer programs for use with the practical examples, exercises and
case studies, which give the reader specific recipes for solving problems involving stochastic
processes in finance. The programming language is the MatLAB software which is easy
to learn and popular among professionals and practitioners.
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