The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.
The eBook copy of this book is not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.
Providing MATLAB®programs and real data sets, this book covers the most widely used probability distributions and stochastic models for use in finance. It discusses hedging in discrete and continuous time, estimation for interest rate models, and measures of risk, Developed from the author's graduate-level course, the text also explores the implementation of filtering techniques and copula models in finance and presents commonly used stochastic models, such as the BlackScholes model.