عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9780470683699
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
لاتين
TITLE AND STATEMENT OF RESPONSIBILITY
First Statement of Responsibility
Mario Cerrato
Title Proper
The mathematics of derivatives securities with applications in MATLAB
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hoboken
Name of Publisher, Distributor, etc.
John Wiley & Sons Inc.,
Date of Publication, Distribution, etc.
2012
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xii, 236 p.
NOTES PERTAINING TO BINDING AND AVAILABILITY
Text of Note
مرجع به حساب نمي آيد
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
"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
TOPICAL NAME USED AS SUBJECT
Entry Element
Derivative securities, Statistical methods
Entry Element
Finance, Statistical methods
Entry Element
probabilities
Entry Element
MATLAB
Entry Element
BUSINESS & ECONOMICS / Finance., bisacsh
OTHER CLASS NUMBERS
Class number
332
.
64571
,
C417m
PERSONAL NAME - PRIMARY RESPONSIBILITY
Entry Element
مولف
Relator Code
Cerrato, Mario.
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Entry Element
Cerrato, Mario.
