
Monte Carlo Methods In Financial Engineering Av Paul Glasserman
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is no......
fra 649,-
Tilgjengelig i 2 butikker
Frakt og levering
Forhåndsbestill
Frakt og levering
Produktinformasjon
Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques. This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios. The most important prerequisite is familiarity with the mathematical tools used to specify
Topplisten: Springer-Verlag New York Inc. Økonomi og ledelse
Spesifikasjon
Spesifikasjoner
| Språk | Engelsk |
| Sjanger | Naturvitenskap og teknologi |
| Format | Paperback |
Generelt
| Sett | Nei |
| Typ | Papirbøker |
Populære produkter
Pris og prishistorikk
Akkurat nå er 649,- den billigste prisen for Monte Carlo Methods In Financial Engineering Av Paul Glasserman blant 2 butikker hos Prisradar. Sjekk også vår topp 5-rangering av beste økonomi og ledelse for å være sikker på at du gjør det beste kjøpet.
Great Leaders Care Building Safe Resilient and Successful TeamsWork Is Personal Situations and Strategies to Show You CareDecoding Despair How AI is Reshaping PsychiatryThe Power of the Learning Mindset How the Best Leaders Foster Curiosity Develop Innovative Teams and Achieve Exponential Growth
Pitch Your Potential The Formula for Winning Dream Jobs Awards and Elite OpportunitiesUnlikely Entrepreneurs Wins Losses and Crucial Lessons on Building Great CompaniesWired on Wall Street The Rise and Fall of Tipper X One of the FBI's Most Prolific InformantsCornered Office Why We Need To Talk About Leadership Mental Health
Climate Capital Investing in the Tools for a Regenerative FutureEmpowerment for All A FourStep Framework for Creating Change in Teams and CommunitiesLeading HighPerformance Teams For DummiesTraining & Development with AI For Dummies
Joy Through the Journey Shift Your Mindset Embrace the Present Moment and Cultivate Resilience Through Life's Ups and DownsMinds Over Meetings A Personal Perspective on Wellness in the WorkplaceLead Like The Boss The Bruce Springsteen Framework to Elevating Your LeadershipThe Power of Confidence
The Cognitive Athlete Sustainable Peak Performance for Leaders Thinkers and DoersThe Joy Exchange Life's Greatest Lessons Learned from those You Least ExpectWhole Leaders Wild Trust The Courageous Path to Personal Relational and Organizational ChangeBeyond Distinction How Leaders Transcend the Turbulence of an AITransformed World





