Stochastic Simulation and Applications in Finance with MATLAB® Programs
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Published By John Wiley & Sons, Ltd.

9781118467374, 9780470725382

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Introduction to Random Processes

Stochastic Simulation and Applications in Finance with MATLAB® Programs ◽

10.1002/9781118467374.ch7 ◽

2012 ◽

pp. 109-122

Keyword(s):

Random Processes

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Fundamentals of Quasi Monte Carlo (QMC) Simulations

Stochastic Simulation and Applications in Finance with MATLAB® Programs ◽

10.1002/9781118467374.ch6 ◽

2012 ◽

pp. 91-107

Keyword(s):

Monte Carlo ◽

Quasi Monte Carlo

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Risk Management and Value at Risk (VaR)

Stochastic Simulation and Applications in Finance with MATLAB® Programs ◽

10.1002/9781118467374.ch14 ◽

2012 ◽

pp. 283-295

Keyword(s):

At Risk ◽

Risk Management ◽

Value At Risk

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Appendix B: MATLAB® Functions

Stochastic Simulation and Applications in Finance with MATLAB® Programs ◽

10.1002/9781118467374.app2 ◽

2012 ◽

pp. 325-326

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Appendix A: Review of Mathematics

Stochastic Simulation and Applications in Finance with MATLAB® Programs ◽

10.1002/9781118467374.app1 ◽

2012 ◽

pp. 315-324

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General Approach to the Valuation of Contingent Claims

Stochastic Simulation and Applications in Finance with MATLAB® Programs ◽

10.1002/9781118467374.ch9 ◽

2012 ◽

pp. 149-167

Keyword(s):

Contingent Claims

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Random Sequences

Stochastic Simulation and Applications in Finance with MATLAB® Programs ◽

10.1002/9781118467374.ch3 ◽

2012 ◽

pp. 39-46

Keyword(s):

Random Sequences

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Introduction to Random Variables

Stochastic Simulation and Applications in Finance with MATLAB® Programs ◽

10.1002/9781118467374.ch2 ◽

2012 ◽

pp. 9-37

Keyword(s):

Random Variables

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Valuation of Portfolios of Financial Guarantees

Stochastic Simulation and Applications in Finance with MATLAB® Programs ◽

10.1002/9781118467374.ch13 ◽

2012 ◽

pp. 265-281

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Term Structure of Interest Rates and Interest Rate Derivatives

Stochastic Simulation and Applications in Finance with MATLAB® Programs ◽

10.1002/9781118467374.ch11 ◽

2012 ◽

pp. 221-246

Keyword(s):

Interest Rate ◽

Interest Rates ◽

Term Structure ◽

Interest Rate Derivatives

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Stochastic Simulation and Applications in Finance with MATLAB® ProgramsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By John Wiley & Sons, Ltd.

Introduction to Random Processes

Fundamentals of Quasi Monte Carlo (QMC) Simulations

Risk Management and Value at Risk (VaR)

Appendix B: MATLAB® Functions

Appendix A: Review of Mathematics

General Approach to the Valuation of Contingent Claims

Random Sequences

Introduction to Random Variables

Valuation of Portfolios of Financial Guarantees

Term Structure of Interest Rates and Interest Rate Derivatives

Stochastic Simulation and Applications in Finance with MATLAB® Programs
Latest Publications