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Stochastic Simulation and Applications in Finance with Matlab Programs
Huu Tue Huynh
€ 113.73
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Description for Stochastic Simulation and Applications in Finance with Matlab Programs
Hardcover. Stochastic Simulation and Applications in Finance with Matlab Programs begins by covering the basics of probability and statistics, which are essential to the understanding the later chapters on random processes and computational simulation techniques, it then goes on to discuss Monte Carlo simulations. Series: Wiley Finance Series. Num Pages: 356 pages, Illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 255 x 175 x 24. Weight in Grams: 792.
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.
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Product Details
Format
Hardback
Publication date
2008
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
356
Condition
New
Series
Wiley Finance Series
Number of Pages
360
Place of Publication
New York, United States
ISBN
9780470725382
SKU
V9780470725382
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Huu Tue Huynh
HUU TUE HUYNH obtained his D.Sc. in communication theory from Laval University, Canada. From 1969 to 2004 he was a faculty member of Laval University. He left Laval University to become Chairman of the Department of data processing at the College of Technology of The Vietnam National University, Hanoi. Since 2007 he has been Rector of the Bac Ha International...
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