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Financial Modelling: Theory, Implementation and Practice with MATLAB Source by J
- Item No : 388528095840
- Condition : Brand New
- Brand : No brand Info
- Seller : the_nile_uk_store
- Current Bid : US $131.61
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* Item Description
- The book is split into three parts. The Monte Carlo simulation technique is outlined and bridge sampling is discussed in a Gaussian setting and for Lévy processes. A chapter on state-of-the-art optimization algorithms rounds up the toolkit for applying advanced mathematical models to financial problems and the last chapter in this section of the book also serves as an introduction to model risk.
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