Stochastic simulation and applications in finance with MATLAB programs / Huu Tue Huynh, Van Son Lai and Issouf Soumaré.
By: Huynh, Huu Tue.
Contributor(s): Lai, Van Son | Soumaré, Issouf.
Material type:
BookSeries: Wiley finance. Publisher: Chichester, England ; Hoboken, NJ : John Wiley & Sons, c2008Description: xvi, 338 p. : ill. ; 25 cm. + 1 CD-ROM.ISBN: 9780470725382 (cloth); 0470725389 (cloth).Subject(s): Finance -- Mathematical models | Stochastic modelsDDC classification: 332.015 192 3 Online resources: Table of contents only | Inhaltsverzeichnis | Stochastic simulation and applications in finance with MATLAB programs
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