[PDF.28zt] Stochastic Simulation and Applications in Finance with MATLAB Programs

Stochastic Simulation and Applications in Finance with MATLAB Programs

[PDF.ek98] Stochastic Simulation and Applications in Finance with MATLAB Programs

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 | #785029 in Books |  2008-12-22 | Original language:English | PDF # 1 |  9.88 x1.03 x6.91l,1.70 | File type: PDF | 356 pages

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||1 of 1 people found the following review helpful.| CD-ROM replaced by non-existent companion website - BEWARE|By Reza Ismail|I bought a copy of "Stochastic Simulation and applications in finance with MATLAB". There was supposed to be a CD with the book, with sample MATLAB codes etc, but in the opening pages of the book it says this has been converted to a URL on a companion website.

However if one follows the URL li|From the Inside Flap|“This book is a good companion to text books on theory, so if you want to get straight to the meat of implementing the classical quantitative finance models here's the answer.” |—Paul Wilmott, wilmott.com |&l

Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering.

The book takes readers through the basic concepts, covering the...

You can specify the type of files you want, for your device.Stochastic Simulation and Applications in Finance with MATLAB Programs   |  Huu Tue Huynh, Van Son Lai, Issouf Soumare.Not only was the story interesting, engaging and relatable, it also teaches lessons.

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