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 provides...

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Bibliographic Details
Main Author: Huynh, Huu Tue
Other Authors: Lai, Van Son, Soumare, Issouf
Format: Electronic eBook
Language:English
Published: Hoboken : John Wiley & Sons, 2011.
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