文件名称：Stochastic Simulation and Applications in Finance with MATLAB Programs
文件大小：2.49MB
文件格式：PDF
更新时间：2017-07-06 15:15:34
Stochastic; MATLAB
对金融随机模拟的 MATLAB 编程。 Since the seminal works of Black-Scholes-Merton in 1973, the world of finance has been revolutionized by the emergence of a new field known as financial engineering. On the one hand, markets (foreign exchange, interest rate, commodities, etc.) have become more volatile, which creates an increase in the demand for derivatives products (options, forwards, futures, swaps, hybrids and exotics, and credit derivatives to name a few) used to measure, control, and manage risks, as well as to speculate and take advantage of arbitrage opportunities.