Stochastic Simulation and Applications in Finance with MATLAB Programs pdf epub mobi txt 電子書 下載 2024


Stochastic Simulation and Applications in Finance with MATLAB Programs

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Huu Tue Huynh
Wiley
2008-12-22
356
USD 135.00
Hardcover
9780470725382

圖書標籤: Probability  Matlab  金融  Stochastics  Mathematics  Financial_Modeling  Finance   


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发表于2024-12-24

Stochastic Simulation and Applications in Finance with MATLAB Programs epub 下載 mobi 下載 pdf 下載 txt 電子書 下載 2024

Stochastic Simulation and Applications in Finance with MATLAB Programs epub 下載 mobi 下載 pdf 下載 txt 電子書 下載 2024

Stochastic Simulation and Applications in Finance with MATLAB Programs pdf epub mobi txt 電子書 下載 2024



圖書描述

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. The book also includes an accompanying CD-ROM 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. "This book provides a very useful set of tools for those who are interested in the simulation method of asset pricing and its implementation with MatLab. It is pitched at just the right level for anyone who seeks to learn about this fascinating area of finance. The collection of specific topics thoughtfully selected by the authors, such as credit risk, loan guarantee and value-at-risk, is an additional nice feature, making it a great source of reference for researchers and practitioners. The book is a valuable contribution to the fast growing area of quantitative finance."-Tan Wang, Sauder School of Business, UBC “This book is a good companion to text books on theory, so if you want to get straight to the meat of implementing the classical quantitative finance models here's the answer.” —Paul Wilmott, wilmott.com “This powerful book is a comprehensive guide for Monte Carlo methods in finance. Every quant knows that one of the biggest issues in finance is to well understand the mathematical framework in order to translate it in programming code. Look at the chapter on Quasi Monte Carlo or the paragraph on variance reduction techniques and you will see that Huu Tue Huynh, Van Son Lai and Issouf Soumaré have done a very good job in order to provide a bridge between the complex mathematics used in finance and the programming implementation. Because it adopts both theoretical and practical point of views with a lot of applications, because it treats about some sophisticated financial problems (like Brownian bridges, jump processes, exotic options pricing or Longstaff-Schwartz methods) and because it is easy to understand, this handbook is valuable for academics, students and financial engineers who want to learn the computational aspects of simulations in finance.” —Thierry Roncalli, Head of Investment Products and Strategies, SGAM Alternative Investments & Professor of Finance, University of Evry

Stochastic Simulation and Applications in Finance with MATLAB Programs 下載 mobi epub pdf txt 電子書

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Stochastic Simulation and Applications in Finance with MATLAB Programs pdf epub mobi txt 電子書 下載
想要找書就要到 小哈圖書下載中心
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

用戶評價

評分

跳過瞭很多冗長的推導,因為注重編程。但是每章的notes會為學有餘力的童鞋貼心的推薦一些進階的書籍,完善體係的構建!推薦入手~

評分

跳過瞭很多冗長的推導,因為注重編程。但是每章的notes會為學有餘力的童鞋貼心的推薦一些進階的書籍,完善體係的構建!推薦入手~

評分

當年非常想讀這本書,現在看來也不過如此瞭。不小的失望。

評分

非常好的一本matlab的書,但是書後半部分感覺就有點粗糙瞭。

評分

當年非常想讀這本書,現在看來也不過如此瞭。不小的失望。

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Stochastic Simulation and Applications in Finance with MATLAB Programs pdf epub mobi txt 電子書 下載 2024


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