跪求：Stochastic Simulation and Applications in Finance with MATLAB Programs-经管之家官网！

经济学管理学金融学统计学

您当前的位置> 软件培训>>

跪求：Stochastic Simulation and Applications in Finance with MATLAB Programs

发布：deadknight10 | 分类：Matlab软件培训

关于本站

人大经济论坛-经管之家：分享大学、考研、论文、会计、留学、数据、经济学、金融学、管理学、统计学、博弈论、统计年鉴、行业分析包括等相关资源。
经管之家是国内活跃的在线教育咨询平台!

提供"微信号、微博、抖音、快手、头条、小红书、百家号、企鹅号、UC号、一点资讯"等虚拟账号交易，真正实现买卖双方的共赢。【请点击这里访问】

TOP热门关键词

专题页面精选

跪求：StochasticSimulationandApplicationsinFinancewithMATLABProgramshttp://ecx.images-amazon.com/images/I/51xQazPxzjL._BO2,204,203,200_PIsitb-sticker-arrow-click,TopRight,35,-76_AA240_SH20_OU02_.jpgSh ...

免费学术公开课,扫码加入

跪求：Stochastic Simulation and Applications in Finance with MATLAB Programs

http://ecx.images-amazon.com/images/I/51xQazPxzjL._BO2,204,203,200_PIsitb-sticker-arrow-click,TopRight,35,-76_AA240_SH20_OU02_.jpg

Share your own customer images

Search inside this book

[size=0.86em]Stochastic Simulation and Applications in Finance with Matlab Programs (The Wiley Finance Series) (Hardcover)by Huu Tue Huynh (Author), Van Son Lai (Author), Issouf Soumare (Author)
No customer reviews yet. Be the first.

RRP:	￡60.00
Price:	￡42.00 & this item Delivered FREE in the UK with Super Saver Delivery. See details and conditions
You Save:	￡18.00 (30%)

[size=0.86em][size=1.3em]In stock.
Dispatched from and sold by Amazon.co.uk. Gift-wrap available.

[size=0.86em]Only 4 left in stock--order soon (more on the way).

[size=0.86em]Want guaranteed delivery by Thursday, October 8? Order it in the next 13 hours and 28 minutes, and choose Express delivery at checkout.
See Details

[size=0.85em]19 new from ￡34.16 [size=0.85em]3 used from ￡57.14

Contents
Preface
1 Introduction to Probability
1.1 Intuitive Explanation
1.2 Axiomatic Definition
2 Introduction to Random Variables
2.1 Random Variables
2.2 Random Vectors
2.3 Transformation of Random Variables
2.4 Transformation of Random Vectors
2.5 Approximation of the Standard Normal Cumulative Distribution Function
3 Random Sequences
3.1 Sum of Independent Random Variables
3.2 Law of Large Numbers
3.3 Central Limit Theorem
3.4 Convergence of Sequences of Random Variables
4 Introduction to Computer Simulation of Random Variables
4.1 Uniform Random Variable Generator
4.2 Generating Discrete Random Variables
4.3 Simulation of Continuous Random Variables
4.4 Simulation of Random Vectors
4.5 Acceptance-Rejection Method
4.6 Markov Chain Monte Carlo Method (MCMC)
5 Foundations of Monte Carlo Simulations
5.1 Basic Idea
5.2 Introduction to the Concept of Precision
5.3 Quality of Monte Carlo Simulations Results
5.4 Improvement of the Quality of Monte Carlo Simulations or Variance Reduction Techniques
5.5 Application Cases of Random Variables Simulations
6 Fundamentals of Quasi Monte Carlo (QMC) Simulations
6.1 Van Der Corput Sequence (Basic Sequence)
6.2 Halton Sequence
6.3 Faure Sequence
6.4 Sobol Sequence
6.5 Latin Hypercube Sampling
6.6 Comparison of the Different Sequences
7 Introduction to Random Processes
7.1 Characterization
7.2 Notion of Continuity, Differentiability and Integrability
7.3 Examples of Random Processes
8 Solution of Stochastic Differential Equations
8.1 Introduction to Stochastic Calculus
8.2 Introduction to Stochastic Differential Equations
8.3 Introduction to Stochastic Processes with Jump
8.4 Numerical Solutions of some Stochastic Differential Equations (SDE)
8.5 Application case: Generation of a Stochastic Differential Equation using the Euler and Milstein Schemes
8.6 Application Case: Simulation of a Stochastic Differential Equation with Control and Antithetic Variables
8.7 Application Case: Generation of a Stochastic Differential Equation with Jumps
9 General Approach to the Valuation of Contingent Claims
9.1 The Cox, Ross and Rubinstein (1979) Binomial Model of Option Pricing
9.2 Black and Scholes (1973) and Merton (1973) Option Pricing Model
9.3 Derivation of the Black-Scholes Formula using the Risk-Neutral Valuation Principle
10 Pricing Options using Monte Carlo Simulations
10.1 Plain Vanilla Options: European put and Call
10.2 American options
10.3 Asian options
10.4 Barrier options
10.5 Estimation Methods for the Sensitivity Coefficients or Greeks
11 Term Structure of Interest Rates and Interest Rate Derivatives
11.1 General Approach and the Vasicek (1977) Model
11.2 The General Equilibrium Approach: The Cox, Ingersoll and Ross (CIR, 1985) model
11.3 The Affine Model of the Term Structure
11.4 Market Models
12 Credit Risk and the Valuation of Corporate Securities
12.1 Valuation of Corporate Risky Debts: The Merton (1974) Model
12.2 Insuring Debt Against Default Risk
12.3 Valuation of a Risky Debt: The Reduced-Form Approach
13 Valuation of Portfolios of Financial Guarantees
13.1 Valuation of a Portfolio of Loan Guarantees
13.2 Valuation of Credit Insurance Portfolios using Monte Carlo Simulations
14 Risk Management and Value at Risk (VaR)
14.1 Types of Financial Risks
14.2 Definition of the Value at Risk (VaR)
14.3 The Regulatory Environment of Basle
14.4 Approaches to compute VaR
14.5 Computing VaR by Monte Carlo Simulations
15 VaR and Principal Components Analysis (PCA)
15.1 Introduction to the Principal Components Analysis
15.2 Computing the VaR of a Bond Portfolio
Appendix A: Review of Mathematics
A.1 Matrices
A.1.1 Elementary Operations on Matrices
A.1.2 Vectors
A.1.3 Properties
A.1.4 Determinants of Matrices
A.2 Solution of a System of Linear Equations
A.3 Matrix Decomposition
A.4 Polynomial and Linear Approximation
A.5 Eigenvectors and Eigenvalues of a Matrix
Appendix B: MATLAB®Functions
References and Bibliography
Index

「经管之家」APP：经管人学习、答疑、交友，就上经管之家！
免流量费下载资料----在经管之家app可以下载论坛上的所有资源，并且不额外收取下载高峰期的论坛币。
涵盖所有经管领域的优秀内容----覆盖经济、管理、金融投资、计量统计、数据分析、国贸、财会等专业的学习宝库，各类资料应有尽有。
来自五湖四海的经管达人----已经有上千万的经管人来到这里，你可以找到任何学科方向、有共同话题的朋友。
经管之家（原人大经济论坛），跨越高校的围墙，带你走进经管知识的新世界。
扫描下方二维码下载并注册APP

本文关键词：

本文论坛网址：https://bbs.pinggu.org/thread-577805-1-1.html

上一篇 | 请教怎么用R做时间序列的平稳性检验

下一篇 | Robert Bartoszynski 的概率与统计推断

Matlab软件培训精彩帖子推荐更多

您可能感兴趣的文章

本站推荐的文章

人气文章

本文标题：跪求：Stochastic Simulation and Applications in Finance with MATLAB Programs

本文链接网址：https://bbs.pinggu.org/jg/ruanjianpeixun_matlabruanjianpeixun_577805_1.html

1.凡人大经济论坛-经管之家转载的文章,均出自其它媒体或其他官网介绍,目的在于传递更多的信息,并不代表本站赞同其观点和其真实性负责；
2.转载的文章仅代表原创作者观点,与本站无关。其原创性以及文中陈述文字和内容未经本站证实,本站对该文以及其中全部或者部分内容、文字的真实性、完整性、及时性，不作出任何保证或承若；
3.如本站转载稿涉及版权等问题,请作者及时联系本站,我们会及时处理。

跪求：Stochastic Simulation and Applications in Finance with MATLAB Programs-经管之家官网！

Matlab软件培训