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An Introduction to Financial Mathematics with MATLAB

Dmitrii S. Silvestrov, Anatoliy A. Malyarenko

  • 49 pages
  • 0.4 MB
  • PDF

A set of MATLAB programs for a first course in financial mathematics, covering probability, geometric Brownian motion, interest rates, the binomial model and Black-Scholes. Each section includes problems to run and modify.

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