MATLAB and Simulink Based Books

Monte Carlo Simulation with Applications to Finance

Monte Carlo Simulation with Applications to Finance

Written for advanced undergraduate and graduate students, Monte Carlo Simulation with Applications to Finance provides a self-contained introduction to Monte Carlo methods in financial engineering. The book keeps much of the mathematics at an informal level and avoids measure-theoretic jargon to provide readers with a practical understanding of the basics. Topics include probability space, independence and conditional probability, and random variables.

In addition, many MATLAB coding exercises are included at the end of every chapter.

MATLAB Courseware

Teaching materials based on MATLAB and Simulink

Find full courses & labs

Trials Available

Try the latest computational finance products.

Get trial software

About This Book

Hui Wang

CRC Press, Inc., 2012

ISBN: 978-1-4398-5824-0
Language: English