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Stochastic Simulation and Applications in Finance with MATLAB Programs [With CDR
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“A few small marks or stains to the page edges/pages”
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Located in: Rossendale, United Kingdom
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eBay item number:134832830752
Item specifics
- Condition
- Good
- Seller Notes
- “A few small marks or stains to the page edges/pages”
- Book Title
- Stochastic Simulation and Applications in Finance with MATLAB Pro
- ISBN
- 9780470725382
- Publication Year
- 2008
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Publication Name
- Stochastic Simulation and Applications in Finance with Matlab Programs
- Item Height
- 249mm
- Publisher
- John Wiley & Sons INC International Concepts
- Item Width
- 180mm
- Subject
- Finance
- Item Weight
- 806g
- Number of Pages
- 356 Pages
About this product
Product Information
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 problems in the area, including: the quadratic re-sampling technique, the Least Squared Method, the dynamic programming and Stratified State Aggregation technique to price American options, the extreme value simulation technique to price exotic options and the retrieval of volatility method to estimate Greeks. The authors also present modern term structure of interest rate models and pricing swaptions with the BGM market model, and give a full explanation of corporate securities valuation and credit risk based on the structural approach of Merton. Case studies on financial guarantees illustrate how to implement the simulation techniques in pricing and hedging. NOTE TO READER: The CD has been converted to URL. Go to the following website www.wiley.com/go/huyhnstochastic which provides MATLAB programs for the practical examples and case studies, which will give the reader confidence in using and adapting specific ways to solve problems involving stochastic processes in finance.
Product Identifiers
Publisher
John Wiley & Sons INC International Concepts
ISBN-13
9780470725382
eBay Product ID (ePID)
89646481
Product Key Features
Publication Name
Stochastic Simulation and Applications in Finance with Matlab Programs
Format
Hardcover
Language
English
Subject
Finance
Publication Year
2008
Type
Textbook
Number of Pages
356 Pages
Dimensions
Item Height
249mm
Item Width
180mm
Item Weight
806g
Additional Product Features
Series Title
The Wiley Finance Series
Country/Region of Manufacture
United States
Item description from the seller
Business seller information
Value Added Tax Number:
- GB 901578627
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eBay item number:134832830752
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