第 1/1 張圖片
Stochastic Simulation and Applications in Finance with MATLAB Programs [With CDR
狀況：
“A few small marks or stains to the page edges/pages”
物品細節
- 物品狀況
- 良好
- 賣家備註
- “A few small marks or stains to the page edges/pages”
- Book Title
- Stochastic Simulation and Applications in Finance with MATLAB Pro
- ISBN
- 9780470725382
- Publication Year
- 2008
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Publication Name
- Stochastic Simulation and Applications in Finance with Matlab Programs
- Item Height
- 249mm
- Publisher
- John Wiley & Sons INC International Concepts
- Item Width
- 180mm
- Subject
- Finance
- Item Weight
- 806g
- Number of Pages
- 356 Pages
關於產品
Product Information
Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering. The book takes readers through the basic concepts, covering the most recent research and problems in the area, including: the quadratic re-sampling technique, the Least Squared Method, the dynamic programming and Stratified State Aggregation technique to price American options, the extreme value simulation technique to price exotic options and the retrieval of volatility method to estimate Greeks. The authors also present modern term structure of interest rate models and pricing swaptions with the BGM market model, and give a full explanation of corporate securities valuation and credit risk based on the structural approach of Merton. Case studies on financial guarantees illustrate how to implement the simulation techniques in pricing and hedging. NOTE TO READER: The CD has been converted to URL. Go to the following website www.wiley.com/go/huyhnstochastic which provides MATLAB programs for the practical examples and case studies, which will give the reader confidence in using and adapting specific ways to solve problems involving stochastic processes in finance.
Product Identifiers
Publisher
John Wiley & Sons INC International Concepts
ISBN-13
9780470725382
eBay Product ID (ePID)
89646481
Product Key Features
Publication Name
Stochastic Simulation and Applications in Finance with Matlab Programs
Format
Hardcover
Language
English
Subject
Finance
Publication Year
2008
Type
Textbook
Number of Pages
356 Pages
Dimensions
Item Height
249mm
Item Width
180mm
Item Weight
806g
Additional Product Features
Series Title
The Wiley Finance Series
Country/Region of Manufacture
United States
賣家提供的物品說明
商業賣家資料
增值稅識別編號：
- GB 901578627
運費與處理費
物品所在地：
Rossendale, 英國
運送地點
全球
排除：
中美洲和加勒比海, 也門, 俄羅斯聯邦, 利比亞, 南美洲, 奧地利, 德國, 愛沙尼亞, 烏克蘭, 瑙魯, 瑞士, 索馬里, 阿富汗
| 運費與處理費 | 運送地點 | 運送方式 | 運送*查看送達備註 |
|---|---|---|---|
| GBP 15.43（大約 HK$ 152.50） | 美國 | 標準運送方式 (Standard Int'l Postage) |
| 處理時間 |
|---|
| 通常會在收到所有款項後的 1 個工作日內發貨。 |
| 稅項 |
|---|
| 結賬時相關稅項可能適用。 進一步了解進一步了解為 eBay 購物繳稅。 |
物品編號 134832830752 的銷售稅
物品編號 134832830752 的銷售稅
賣家會對寄往以下各州的物品收取銷售稅：
| 州／省 | 銷售稅稅率 |
|---|
退貨政策
| 收到物品後聯絡賣家的期限： |
|---|
| 30 日 |
買家負責支付退貨運費。
賣家信用評價 （2,392,433）
a***n (618)- 買家留下的信用評價。
過去 1 個月
購買已獲認證
Great communication and book was as it was described. Quick delivery. Thank you :)
u***0 (33)- 買家留下的信用評價。
過去 1 個月
購買已獲認證
Great book for a starter on keyboard, very quick delivery.
Perfect!
s***i (570)- 買家留下的信用評價。
過去 1 個月
購買已獲認證
Fast dispatch arrived next day.