Stochastic simulation and applications in finance with MATLAB programs /

"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 pr...

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Bibliographic Details

Main Author:	Huynh, Huu Tue
Other Authors:	Lai, Van Son, Soumaré, Issouf
Format:	eBook
Language:	English
Published:	Chichester, England ; Hoboken, NJ : John Wiley & Sons, [2008]
Series:	Wiley Online Library. Wiley finance series.
Subjects:	MATLAB. Portfolio Selection. Stochastischer Prozess. Finance > Mathematical models. Stochastic models. BUSINESS & ECONOMICS / Finance. Electronic books.
Online Access:	Connect to the full text of this electronic book