by Huu Tue Huynh (Author), Issouf Soumare (Author), Van Son Lai (Author)
Stochastic Simulation and Applications in Finance with Matlab Programs begins by covering the basics of probability and statistics, which are essential to the understanding the later chapters on random processes and computational simulation techniques, it then goes on to discuss Monte Carlo simulations.
Format: Hardcover
Pages: 356
Edition: 1
Publisher: Wiley
Published: 09 Dec 2008
ISBN 10: 0470725389
ISBN 13: 9780470725382