Libri su MATLAB e Simulink

Monte Carlo Simulation with Applications to Finance

Monte Carlo Simulation with Applications to Finance

Written for advanced undergraduate and graduate students, Monte Carlo Simulation with Applications to Finance provides a self-contained introduction to Monte Carlo methods in financial engineering. The book keeps much of the mathematics at an informal level and avoids measure-theoretic jargon to provide readers with a practical understanding of the basics. Topics include probability space, independence and conditional probability, and random variables.

In addition, many MATLAB coding exercises are included at the end of every chapter.

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Informazioni su Questo Libro

Hui Wang

CRC Press, Inc., 2012

ISBN: 978-1-4398-5824-0
Language: English