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Stochastic Simulation and Applications in Finance with MATLAB Programs

By Huu Tue Huynh, Van Son Lai, Issouf Soumare
Hardcover
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By Huu Tue Huynh, Van Son Lai, Issouf Soumare
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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 most recent research and probl...

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BusinessScience & TechnologyProfessional Finance & InvestingMathematicsEconomicsMathematical ModelingEconomics - Mathematical & Quanitative MethodsFinance - General & MiscellaneousMathematical Modeling - Economics