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STOCHASTIC SIMULATION & APPLICATIONS

Huu Tue Huynh | Van Son Lai | Issouf Soumare
€84.00
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A01=Huu Tue Huynh
A01=Issouf Soumare
A01=Van Son Lai
Author_Huu Tue Huynh
Author_Issouf Soumare
Author_Van Son Lai
Brownian bridges
Category=KFF
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
financial engineering
financial simulations
markov chain
matlab in finance
monte carlo simulations
stochastic differential equations
value at risk

Product details

  • ISBN 9780470725382
  • Weight: 737g
  • Dimensions: 176 x 251mm
  • Publication Date: 11 Nov 2008
  • Publisher: John Wiley & Sons Inc
  • Publication City/Country: US
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About Huu Tue Huynh | Issouf Soumare | Van Son Lai
HUU TUE HUYNH obtained his D.Sc. in communication theory from Laval University, Canada. From 1969 to 2004 he was a faculty member of Laval University. He left Laval University to become Chairman of the Department of data processing at the College of Technology of The Vietnam National University, Hanoi. Since 2007 he has been Rector of the Bac Ha International University, Vietnam. His main recent research interest covers Fast Monte Carlo methods and applications.

VAN SON LAI is Professor of Finance at the Business School of Laval University, Canada. He obtained his Ph.D. in Finance from the University of Georgia, USA and a master degree in water resources engineering from the University of British Columbia, Canada. He is also a CFA charterholder from the CFA Institute and a registered P.Eng. in the Province of British Columbia. An established teacher and researcher in banking, financial engineering, and risk management, he has extensively published in mainstream banking, economics, and finance journals.

ISSOUF SOUMARÉ is currently associate professor of finance and managing director of the Laboratory for Financial Engineering at Laval University. His research and teaching interests included risk management, financial engineering and numerical methods in finance. He has published his theoretical and applied finance works in economics and finance journals. Dr Soumaré holds a PhD in Finance from the University of British Columbia, Canada, MSc in Financial Engineering from Laval University, Canada, MSc in Statistics and Quantitative Economics and MSc and BSc in Applied Mathematics from Ivory Coast. He is also a certified Professional Risk Manager (PRM) of the Professional Risk Managers’ International Association (PRMIA).

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