Ouvrages basés sur MATLAB et Simulink
Written for advanced undergraduate and graduate students, Monte Carlo Simulation with Applications to Finance provides a self-contained introduction to Monte Carlo methods in financial engineering. The book keeps much of the mathematics at an informal level and avoids measure-theoretic jargon to provide readers with a practical understanding of the basics. Topics include probability space, independence and conditional probability, and random variables.
In addition, many MATLAB coding exercises are included at the end of every chapter.