# Mathematics of Derivatives Securities with Applications in MATLAB

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### Description:

The book is divided into two parts the first part introduces probability theory, stochastic calculus and stochastic processes before moving on to the second part which instructs readers on how to apply the content learnt in part one to solve complex financial problems such as pricing and hedging exotic options, pricing American derivatives, pricing and hedging under stochastic volatility, and interest rate modelling. Each chapter provides a thorough discussion of the topics covered with practical examples in MATLAB so that readers will build up to an analysis of modern cutting edge research in finance, combining probabilistic models and cutting edge finance illustrated by MATLAB applications.Most books currently available on the subject require the reader to have some knowledge of the subject area and rarely consider computational applications such as MATLAB. This book stands apart from the rest as it covers complex analytical issues and complex financial instruments in a way that is accessible to those without a background in probability theory and finance, as well as providing detailed mathematical explanations with MATLAB code for a variety of topics and real world case examples. Contents: Chapter 1 IntroductionOverview of MatLabUsing various MatLab 's toolboxesMathematics with MatLabStatistics with MatLabProgramming in MatLab Part 1 Chapter 2 Probability Theory Set and sample spaceSigma algebra, probability measure and probability space Discrete and continuous random variables Measurable mapping Joint, conditional and marginal distributions Expected values and moment of a distribution### Book details

List price: $42.50

Copyright year: 2012

Publisher: John Wiley & Sons, Limited

Publication date: 2/20/2012

Binding: Hardcover

Pages: 248

Size: 6.25" wide x 9.00" long x 1.00" tall

Weight: 1.100

Language: English