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International Standard Book Number |
9780470725382 |
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035 ## - SYSTEM CONTROL NUMBER |
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(ATU)b11425076 |
035 ## - SYSTEM CONTROL NUMBER |
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(OCoLC)245598620 |
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eng |
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Classification number |
HG106 |
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.H89 2008 |
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332.0151923 |
Edition number |
22 |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Huynh, Huu Tue, |
Relator term |
author. |
9 (RLIN) |
1072236 |
245 10 - TITLE STATEMENT |
Title |
Stochastic simulation and applications in finance with MATLAB programs / |
Statement of responsibility, etc. |
Huu Tue Huynh, Van Son Lai and Issouf Soumaré. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
Chichester, England ; |
-- |
Hoboken, NJ : |
Name of producer, publisher, distributor, manufacturer |
John Wiley & Sons, |
Date of production, publication, distribution, manufacture, or copyright notice |
[2008] |
264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Date of production, publication, distribution, manufacture, or copyright notice |
©2008 |
300 ## - PHYSICAL DESCRIPTION |
Extent |
xvi, 338 pages : |
Other physical details |
illustrations ; |
Dimensions |
25 cm + |
Accompanying material |
1 computer disc (12 cm). |
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text |
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computer |
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computer disc |
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490 1# - SERIES STATEMENT |
Series statement |
Wiley finance |
500 ## - GENERAL NOTE |
General note |
Accompanied by: 1 computer disc (CD-ROM) |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc. note |
Includes bibliographical references (pages 327-338) and index. |
505 00 - FORMATTED CONTENTS NOTE |
Miscellaneous information |
1. |
Title |
Introduction to Probability -- |
Miscellaneous information |
1.1. |
Title |
Intuitive Explanation -- |
Miscellaneous information |
1.1.1. |
Title |
Frequencies -- |
Miscellaneous information |
1.1.2. |
Title |
Number of Favorable Cases Over The Total Number of Cases -- |
Miscellaneous information |
1.2. |
Title |
Axiomatic Definition -- |
Miscellaneous information |
1.2.1. |
Title |
Random Experiment -- |
Miscellaneous information |
1.2.2. |
Title |
Event -- |
Miscellaneous information |
1.2.3. |
Title |
Algebra of Events -- |
Miscellaneous information |
1.2.4. |
Title |
Probability Axioms -- |
Miscellaneous information |
1.2.5. |
Title |
Conditional Probabilities -- |
Miscellaneous information |
1.2.6. |
Title |
Independent Events -- |
Miscellaneous information |
2. |
Title |
Introduction to Random Variables -- |
Miscellaneous information |
2.1. |
Title |
Random Variables -- |
Miscellaneous information |
2.1.1. |
Title |
Cumulative Distribution Function -- |
Miscellaneous information |
2.1.2. |
Title |
Probability Density Function -- |
Miscellaneous information |
2.1.3. |
Title |
Mean, Variance and Higher Moments of a Random Variable -- |
Miscellaneous information |
2.1.4. |
Title |
Characteristic Function of a Random Variable -- |
Miscellaneous information |
2.2. |
Title |
Random vectors -- |
Miscellaneous information |
2.2.1. |
Title |
Cumulative Distribution Function of a Random Vector -- |
Miscellaneous information |
2.2.2. |
Title |
Probability Density Function of a Random Vector -- |
Miscellaneous information |
2.2.3. |
Title |
Marginal Distribution of a Random Vector -- |
Miscellaneous information |
2.2.4. |
Title |
Conditional Distribution of a Random Vector -- |
Miscellaneous information |
2.2.5. |
Title |
Mean, Variance and Higher Moments of a Random Vector -- |
Miscellaneous information |
2.2.6. |
Title |
Characteristic Function of a Random Vector -- |
Miscellaneous information |
2.3. |
Title |
Transformation of Random Variables -- |
Miscellaneous information |
2.4. |
Title |
Transformation of Random Vectors -- |
Miscellaneous information |
2.5. |
Title |
Approximation of the Standard Normal Cumulative Distribution Function -- |
Miscellaneous information |
3. |
Title |
Random Sequences -- |
Miscellaneous information |
3.1. |
Title |
Sum of Independent Random Variables -- |
Miscellaneous information |
3.2. |
Title |
Law of Large Numbers -- |
Miscellaneous information |
3.3. |
Title |
Central Limit Theorem -- |
Miscellaneous information |
3.4. |
Title |
Convergence of Sequences of Random Variables -- |
Miscellaneous information |
3.4.1. |
Title |
Sure Convergence -- |
Miscellaneous information |
3.4.2. |
Title |
Almost Sure Convergence -- |
Miscellaneous information |
3.4.3. |
Title |
Convergence in Probability -- |
Miscellaneous information |
3.4.4. |
Title |
Convergence in Quadratic Mean -- |
Miscellaneous information |
4. |
Title |
Introduction to Computer Simulation of Random Variables -- |
Miscellaneous information |
4.1. |
Title |
Uniform Random Variable Generator -- |
Miscellaneous information |
4.2. |
Title |
Generating Discrete Random Variables -- |
Miscellaneous information |
4.2.1. |
Title |
Finite Discrete Random Variables -- |
Miscellaneous information |
4.2.2. |
Title |
Infinite Discrete Random Variables: Poisson Distribution -- |
Miscellaneous information |
4.3. |
Title |
Simulation of Continuous Random Variables -- |
Miscellaneous information |
4.3.1. |
Title |
Cauchy Distribution -- |
Miscellaneous information |
4.3.2. |
Title |
Exponential Law -- |
Miscellaneous information |
4.3.3. |
Title |
Rayleigh Random Variable -- |
Miscellaneous information |
4.3.4. |
Title |
Gaussian Distribution -- |
Miscellaneous information |
4.4. |
Title |
Simulation of Random Vectors -- |
Miscellaneous information |
4.4.1. |
Title |
Case of a Two-Dimensional Random Vector -- |
Miscellaneous information |
4.4.2. |
Title |
Cholesky Decomposition of the Variance-Covariance Matrix -- |
Miscellaneous information |
4.4.3. |
Title |
Eigenvalue Decomposition of the Variance-Covariance Matrix -- |
Miscellaneous information |
4.4.4. |
Title |
Simulation of a Gaussian Random Vector with MATLAB -- |
Miscellaneous information |
4.5. |
Title |
Acceptance-Rejection Method -- |
Miscellaneous information |
4.6. |
Title |
Markov Chain Monte Carlo Method (MCMC) -- |
Miscellaneous information |
4.6.1. |
Title |
Definition of a Markov Process -- |
Miscellaneous information |
4.6.2. |
Title |
Description of the MCMC Technique -- |
Miscellaneous information |
5. |
Title |
Foundations of Monte Carlo Simulations -- |
Miscellaneous information |
5.1. |
Title |
Basic Idea -- |
Miscellaneous information |
5.2. |
Title |
Introduction to the Concept of Precision -- |
Miscellaneous information |
5.3. |
Title |
Quality of Monte Carlo Simulations Results -- |
Miscellaneous information |
5.4. |
Title |
Improvement of the Quality of Monte Carlo Simulations or Variance Reduction Techniques -- |
Miscellaneous information |
5.4.1. |
Title |
Quadratic Resampling -- |
Miscellaneous information |
5.4.2. |
Title |
Reduction of the Number of Simulations Using Antithetic Variables -- |
Miscellaneous information |
5.4.3. |
Title |
Reduction of the Number of Simulations Using Control Variates -- |
Miscellaneous information |
5.4.4. |
Title |
Importance Sampling -- |
Miscellaneous information |
5.5. |
Title |
Application Cases of Random Variables Simulations -- |
Miscellaneous information |
5.5.1. |
Title |
Application Case: Generation of Random Variables as a Function of the Number of Simulations -- |
Miscellaneous information |
5.5.2. |
Title |
Application Case: Simulations and Improvement of the Simulations' Quality -- |
505 00 - FORMATTED CONTENTS NOTE |
Miscellaneous information |
6. |
Title |
Fundamentals of Quasi Monte Carlo (QMC) Simulations -- |
Miscellaneous information |
6.1. |
Title |
Van Der Corput Sequence (Basic Sequence) -- |
Miscellaneous information |
6.2. |
Title |
Halton Sequence -- |
Miscellaneous information |
6.3. |
Title |
Faure Sequence -- |
Miscellaneous information |
6.4. |
Title |
Sobol Sequence -- |
Miscellaneous information |
6.5. |
Title |
Latin Hypercube Sampling -- |
Miscellaneous information |
6.6. |
Title |
Comparison of the Different Sequences -- |
Miscellaneous information |
7. |
Title |
Introduction to Random Processes -- |
Miscellaneous information |
7.1. |
Title |
Characterization -- |
Miscellaneous information |
7.1.1. |
Title |
Statistics -- |
Miscellaneous information |
7.1.2. |
Title |
Stationarity -- |
Miscellaneous information |
7.1.3. |
Title |
Ergodicity -- |
Miscellaneous information |
7.2. |
Title |
Notion of Continuity, Differentiability and Integrability -- |
Miscellaneous information |
7.2.1. |
Title |
Continuity -- |
Miscellaneous information |
7.2.2. |
Title |
Differentiability -- |
Miscellaneous information |
7.2.3. |
Title |
Integrability -- |
Miscellaneous information |
7.3. |
Title |
Examples of Random Processes -- |
Miscellaneous information |
7.3.1. |
Title |
Gaussian Process -- |
Miscellaneous information |
7.3.2. |
Title |
Random Walk -- |
Miscellaneous information |
7.3.3. |
Title |
Wiener Process -- |
Miscellaneous information |
7.3.4. |
Title |
Brownian Bridge -- |
Miscellaneous information |
7.3.5. |
Title |
Fourier Transform of a Brownian Bridge -- |
Miscellaneous information |
7.3.6. |
Title |
Example of a Brownian Bridge -- |
Miscellaneous information |
8. |
Title |
Solution of Stochastic Differential Equations -- |
Miscellaneous information |
8.1. |
Title |
Introduction to Stochastic Calculus -- |
Miscellaneous information |
8.2. |
Title |
Introduction to Stochastic Differential Equations -- |
Miscellaneous information |
8.2.1. |
Title |
Ito's Integral -- |
Miscellaneous information |
8.2.2. |
Title |
Ito's Lemma -- |
Miscellaneous information |
8.2.3. |
Title |
Ito's Lemma in the Multi-Dimensional Case -- |
Miscellaneous information |
8.2.4. |
Title |
Solutions of Some Stochastic Differential Equations -- |
Miscellaneous information |
8.3. |
Title |
Introduction to Stochastic Processes with Jumps -- |
Miscellaneous information |
8.4. |
Title |
Numerical Solutions of some Stochastic Differential Equations (SDE) -- |
Miscellaneous information |
8.4.1. |
Title |
Ordinary Differential Equations -- |
Miscellaneous information |
8.4.2. |
Title |
Stochastic Differential Equations -- |
Miscellaneous information |
8.5. |
Title |
Application Case: Generation of a Stochastic Differential Equation using the Euler and Milstein Schemes -- |
Miscellaneous information |
8.5.1. |
Title |
Sensitivity with Respect to the Number of Simulated Series -- |
Miscellaneous information |
8.5.2. |
Title |
Sensitivity with Respect to the Confidence Interval -- |
Miscellaneous information |
8.5.3. |
Title |
Sensitivity with Respect to the Number of Simulations -- |
Miscellaneous information |
8.5.4. |
Title |
Sensitivity with Respect to the Time Step -- |
Miscellaneous information |
8.6. |
Title |
Application Case: Simulation of a Stochastic Differential Equation with Control and Antithetic Variables -- |
Miscellaneous information |
8.6.1. |
Title |
Simple Simulations -- |
Miscellaneous information |
8.6.2. |
Title |
Simulations with Control Variables -- |
Miscellaneous information |
8.6.3. |
Title |
Simulations with Antithetic Variables -- |
Miscellaneous information |
8.7. |
Title |
Application Case: Generation of a Stochastic Differential Equation with Jumps -- |
Miscellaneous information |
9. |
Title |
General Approach to the Valuation of Contingent Claims -- |
Miscellaneous information |
9.1. |
Title |
The Cox, Ross and Rubinstein (1979) Binomial Model of Option Pricing -- |
Miscellaneous information |
9.1.1. |
Title |
Assumptions -- |
Miscellaneous information |
9.1.2. |
Title |
Price of a Call Option -- |
Miscellaneous information |
9.1.3. |
Title |
Extension To N Periods -- |
Miscellaneous information |
9.2. |
Title |
Black and Scholes (1973) and Merton (1973) Option Pricing Model -- |
Miscellaneous information |
9.2.1. |
Title |
Fundamental Equation for the Valuation of Contingent Claims -- |
Miscellaneous information |
9.2.2. |
Title |
Exact Analytical Value of European Call and Put Options -- |
Miscellaneous information |
9.2.3. |
Title |
Hedging Ratios and the Sensitivity Coefficients -- |
Miscellaneous information |
9.3. |
Title |
Derivation of the Black-Scholes Formula using the Risk-Neutral Valuation Principle -- |
Miscellaneous information |
9.3.1. |
Title |
The Girsanov Theorem and the Risk-Neutral Probability -- |
Miscellaneous information |
9.3.2. |
Title |
Derivation of the Black and Scholes Formula Under The Risk Neutralized or Equivalent Martingale Principle -- |
Miscellaneous information |
10. |
Title |
Pricing Options using Monte Carlo Simulations -- |
Miscellaneous information |
10.1. |
Title |
Plain Vanilla Options: European put and Call -- |
Miscellaneous information |
10.1.1. |
Title |
Simple Simulations -- |
Miscellaneous information |
10.1.2. |
Title |
Simulations with Antithetic Variables -- |
Miscellaneous information |
10.1.3. |
Title |
Simulations with Control Variates -- |
Miscellaneous information |
10.1.4. |
Title |
Simulations with Stochastic Interest Rate -- |
Miscellaneous information |
10.1.5. |
Title |
Simulations with Stochastic Interest Rate and Stochastic Volatility -- |
Miscellaneous information |
10.2. |
Title |
American options -- |
Miscellaneous information |
10.2.1. |
Title |
Simulations Using The Least-Squares Method of Longstaff and Schwartz (2001) -- |
Miscellaneous information |
10.2.2. |
Title |
Simulations Using The Dynamic Programming Technique of Barraquand and Martineau (1995) -- |
Miscellaneous information |
10.3. |
Title |
Asian options -- |
Miscellaneous information |
10.3.1. |
Title |
Asian Options on Arithmetic Mean -- |
Miscellaneous information |
10.3.2. |
Title |
Asian Options on Geometric Mean -- |
Miscellaneous information |
10.4. |
Title |
Barrier options -- |
Miscellaneous information |
10.5. |
Title |
Estimation Methods for the Sensitivity Coefficients or Greeks -- |
Miscellaneous information |
10.5.1. |
Title |
Pathwise Derivative Estimates -- |
Miscellaneous information |
10.5.2. |
Title |
Likelihood Ratio Method -- |
Miscellaneous information |
10.5.3. |
Title |
Retrieval of Volatility Method -- |
Miscellaneous information |
11. |
Title |
Term Structure of Interest Rates and Interest Rate Derivatives -- |
505 00 - FORMATTED CONTENTS NOTE |
Miscellaneous information |
11.1. |
Title |
General Approach and the Vasicek (1977) Model -- |
Miscellaneous information |
11.1.1. |
Title |
General Formulation -- |
Miscellaneous information |
11.1.2. |
Title |
Risk Neutral Approach -- |
Miscellaneous information |
11.1.3. |
Title |
Particular Case: One Factor Vasicek Model -- |
Miscellaneous information |
11.2. |
Title |
The General Equilibrium Approach: The Cox, Ingersoll and Ross (CIR, 1985) model -- |
Miscellaneous information |
11.3. |
Title |
The Affine Model of the Term Structure -- |
Miscellaneous information |
11.4. |
Title |
Market Models -- |
Miscellaneous information |
11.4.1. |
Title |
The Heath, Jarrow and Morton (HJM, 1992) Model -- |
Miscellaneous information |
11.4.2. |
Title |
The Brace, Gatarek and Musiela (BGM, 1997) Model -- |
Miscellaneous information |
12. |
Title |
Credit Risk and the Valuation of Corporate Securities -- |
Miscellaneous information |
12.1. |
Title |
Valuation of Corporate Risky Debts: The Merton (1974) Model -- |
Miscellaneous information |
12.1.1. |
Title |
The Black and Scholes (1973) Model Revisited -- |
Miscellaneous information |
12.1.2. |
Title |
Application of the Model to the Valuation of a Risky Debt -- |
Miscellaneous information |
12.1.3. |
Title |
Analysis of the Debt Risk -- |
Miscellaneous information |
12.1.4. |
Title |
Relation Between The Firm's Asset Volatility and its Equity Volatility -- |
Miscellaneous information |
12.2. |
Title |
Insuring Debt Against Default Risk -- |
Miscellaneous information |
12.2.1. |
Title |
Isomorphism Between a Put Option and a Financial Guarantee -- |
Miscellaneous information |
12.2.2. |
Title |
Insuring The Default Risk of a Risky Debt -- |
Miscellaneous information |
12.2.3. |
Title |
Establishing a Lower Bound for the Price of the Insurance Strategy -- |
Miscellaneous information |
12.3. |
Title |
Valuation of a Risky Debt: The Reduced-Form Approach -- |
Miscellaneous information |
12.3.1. |
Title |
The Discrete Case with a Zero-Coupon Bond -- |
Miscellaneous information |
12.3.2. |
Title |
General Case in Continuous Time -- |
Miscellaneous information |
13. |
Title |
Valuation of Portfolios of Financial Guarantees -- |
Miscellaneous information |
13.1. |
Title |
Valuation of a Portfolio of Loan Guarantees -- |
Miscellaneous information |
13.1.1. |
Title |
Firms' and Guarantor's Dynamics -- |
Miscellaneous information |
13.1.2. |
Title |
Value of Loss Per Unit of Debt -- |
Miscellaneous information |
13.1.3. |
Title |
Value of Guarantee Per Unit of Debt -- |
Miscellaneous information |
13.2. |
Title |
Valuation of Credit Insurance Portfolios using Monte Carlo Simulations -- |
Miscellaneous information |
13.2.1. |
Title |
Stochastic Processes -- |
Miscellaneous information |
13.2.2. |
Title |
Expected Shortfall and Credit Insurance Valuation -- |
Miscellaneous information |
13.2.3. |
Title |
MATLAB Program -- |
Miscellaneous information |
14. |
Title |
Risk Management and Value at Risk (VaR) -- |
Miscellaneous information |
14.1. |
Title |
Types of Financial Risks -- |
Miscellaneous information |
14.1.1. |
Title |
Market Risk -- |
Miscellaneous information |
14.1.2. |
Title |
Liquidity Risk -- |
Miscellaneous information |
14.1.3. |
Title |
Credit Risk -- |
Miscellaneous information |
14.1.4. |
Title |
Operational Risk -- |
Miscellaneous information |
14.2. |
Title |
Definition of the Value at Risk (VaR) -- |
Miscellaneous information |
14.3. |
Title |
The Regulatory Environment of Basle -- |
Miscellaneous information |
14.3.1. |
Title |
Stress Testing -- |
Miscellaneous information |
14.3.2. |
Title |
Back Testing -- |
Miscellaneous information |
14.4. |
Title |
Approaches to compute VaR -- |
Miscellaneous information |
14.4.1. |
Title |
Non-Parametric Approach: Historical Simulations -- |
Miscellaneous information |
14.4.2. |
Title |
Parametric Approaches -- |
Miscellaneous information |
14.5. |
Title |
Computing VaR by Monte Carlo Simulations -- |
Miscellaneous information |
14.5.1. |
Title |
Description of the Procedure -- |
Miscellaneous information |
14.5.2. |
Title |
Application: VaR of a Simple Bank Account -- |
Miscellaneous information |
14.5.3. |
Title |
Application: VaR of a Portfolio Composed of One Domestic Stock and One Foreign Stock -- |
Miscellaneous information |
15. |
Title |
Value at Risk (VaR) and Principal Components Analysis (PCA) -- |
Miscellaneous information |
15.1. |
Title |
Introduction to the Principal Components Analysis -- |
Miscellaneous information |
15.1.1. |
Title |
Graphical Illustration -- |
Miscellaneous information |
15.1.2. |
Title |
Analytical Illustration -- |
Miscellaneous information |
15.1.3. |
Title |
Illustrative Example of the PCA -- |
Miscellaneous information |
15.2. |
Title |
Computing the VaR of a Bond Portfolio -- |
Miscellaneous information |
15.2.1. |
Title |
Sample Description and Methodology -- |
Miscellaneous information |
15.2.2. |
Title |
Principal Components Analysis (PCA) -- |
Miscellaneous information |
15.2.3. |
Title |
Linear Interpolation or Bootstrapping for the Intermediate Spot Rates -- |
Miscellaneous information |
15.2.4. |
Title |
Computing VaR by MC and QMC Simulations -- |
Miscellaneous information |
Appendix A. |
Title |
Review of Mathematics -- |
Miscellaneous information |
Appendix A.1. |
Title |
Matrices -- |
Miscellaneous information |
Appendix A.1. |
Title |
1 Elementary Operations on Matrices -- |
Miscellaneous information |
Appendix A.1. |
Title |
2 Vectors -- |
Miscellaneous information |
Appendix A.1. |
Title |
3 Properties -- |
Miscellaneous information |
Appendix A.1. |
Title |
4 Determinants of Matrices -- |
Miscellaneous information |
Appendix A.2. |
Title |
Solution of a System of Linear Equations -- |
Miscellaneous information |
Appendix A.3. |
Title |
Matrix Decomposition -- |
Miscellaneous information |
Appendix A.4. |
Title |
Polynomial and Linear Approximation -- |
Miscellaneous information |
Appendix A.5. |
Title |
Eigenvectors and Eigenvalues of a Matrix -- |
Miscellaneous information |
Appendix B. |
Title |
MATLAB Functions. |
520 ## - SUMMARY, ETC. |
Summary, etc. |
"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. The book also includes an accompanying CD-ROM 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 ."--Publisher's website. |
588 ## - SOURCE OF DESCRIPTION NOTE |
Source of description note |
Machine converted from AACR2 source record. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Finance |
General subdivision |
Mathematical models |
9 (RLIN) |
370807 |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Stochastic models |
9 (RLIN) |
337117 |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Lai, Van Son, |
Relator term |
author. |
9 (RLIN) |
1072237 |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Soumaré, Issouf. |
9 (RLIN) |
1220771 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
Uniform title |
Wiley finance series. |
9 (RLIN) |
267852 |
907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
a |
.b11425076 |
b |
06-08-21 |
c |
27-10-15 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Koha item type |
Book |
945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
a |
332.0151923 HUY |
g |
1 |
i |
A432880B |
j |
0 |
l |
cmain |
o |
- |
p |
$181.94 |
q |
- |
r |
- |
s |
- |
t |
0 |
u |
8 |
v |
9 |
w |
0 |
x |
2 |
y |
.i12867408 |
z |
29-10-15 |
998 ## - LOCAL CONTROL INFORMATION (RLIN) |
-- |
b |
-- |
c |
Operator's initials, OID (RLIN) |
06-04-16 |
Cataloger's initials, CIN (RLIN) |
m |
First date, FD (RLIN) |
a |
-- |
eng |
-- |
enk |
-- |
0 |