to be diverse applications. An appendix describes MATLAB programs that apply to the book's calculations. …

advanced estimators into MATLAB code. The book first provides a brief introduction to MATLAB and its syntax, before moving into … used to optimise use of MATLAB, including parallel computing. Each chapter is structured around a number of worked examples …

Intro -- The Mathematics of Derivatives Securities with Applications in MATLAB -- Contents -- Preface -- 1 An … understanding of risk associate with complex financial securities in the future. The Mathematics of Derivative Securities with … Applications in MATLAB provides readers with an introduction to probability theory, stochastic calculus and stochastic processes …