Stochastic simulation and applications in finance with Matlab programs. With CD-ROM. (Q3619786)
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scientific article; zbMATH DE number 5542073
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| default for all languages | No label defined |
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| English | Stochastic simulation and applications in finance with Matlab programs. With CD-ROM. |
scientific article; zbMATH DE number 5542073 |
Statements
9 April 2009
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Finance
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Monte Carlo methods
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MATLAB
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Option Pricing
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Interest Rate Derivatives
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Credit Risk
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Value at Risk
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0.8869045972824097
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0.8443339467048645
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0.8375393748283386
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0.8263173699378967
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