MATLAB and Simulink Based Books

Stochastic Computation in Finance


Written for undergraduate and graduate students, Stochastic Computation in Finance covers a range of topics from the essential modeling aspects in financial engineering to more advanced methods for pricing options and risk management in the presence of stochastic volatility. Topics include mathematical finance, computational finance, financial statistics, and empirical studies.

MATLAB, Financial Toolbox, Optimization Toolbox, and Statistics Toolbox are used to solve examples in the book.

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About This Book

Chuan-Hsiang Han, National Tsing-Hua University

Shinlou Books, 2013

ISBN: 978-957-41-8892-5
Language: Chinese