Stochastic simulation and applications in finance with MATLAB programs
Huu Tue Huynh, Van Son Lai, and Issouf Soumaré
| Year of publication: |
2008
|
|---|---|
| Authors: | Huynh, Huu Tue |
| Other Persons: | Lai, Van Son (contributor) ; Soumaré, Issouf (contributor) |
| Publisher: |
Chichester, West Sussex [u.a.] : Wiley |
| Subject: | Simulation | Finanzmathematik | Mathematical finance | Stochastischer Prozess | Stochastic process | MATLAB | Portfolio Selection |
| Description of contents: | Table of Contents [digitale-objekte.hbz-nrw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XV, 338 S. graph. Darst. 1 CD-ROM |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references and index |
| ISBN: | 978-0-470-72538-2 ; 0-470-72538-9 |
| Classification: | Methoden und Techniken der Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013489938