عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
9780470683699
لاتين
Mario Cerrato
The mathematics of derivatives securities with applications in MATLAB
Hoboken
John Wiley & Sons Inc.,
2012
xii, 236 p.
مرجع به حساب نمي آيد
Includes bibliographical references and index.
"The book is divided into two parts - the first part introduces probability theory, stochastic calculus and stochastic processes before moving on to the second part which instructs readers on how to apply the content learnt in part one to solve complex financial problems such as pricing and hedging exotic options, pricing American derivatives, pricing and hedging under stochastic volatility, and interest rate modelling. Each chapter provides a thorough discussion of the topics covered with practical examples in MATLAB so that readers will build up to an analysis of modern cutting edge research in finance, combining probabilistic models and cutting edge finance illustrated by MATLAB applications. Most books currently available on the subject require the reader to have some knowledge of the subject area and rarely consider computational applications such as MATLAB. This book stands apart from the rest as it covers complex analytical issues and complex financial instruments in a way that is accessible to those without a background in probability theory and finance, as well as providing detailed mathematical explanations with MATLAB code for a variety of topics and real world case examples"--Provided by publisher. Machine generated contents note: Chapter 1 Introduction. Overview of MatLab. Using various MatLab's toolboxes. Mathematics with MatLab. Statistics with MatLab. Programming in MatLab. Part 1. Chapter 2 Probability Theory. Set and sample space. Sigma algebra, probability
Derivative securities, Statistical methods
Finance, Statistical methods
probabilities
MATLAB
BUSINESS & ECONOMICS / Finance., bisacsh
332
.
64571
,
C417m
مولف
Cerrato, Mario.
Cerrato, Mario.
