Monte Carlo methods in finance

✍ Peter Jaeckel 📂 Library 📅 2002 🏛 Wiley 🌐 English

There is no book on the market to compare with Dr Jäckel's. All the techniques, the tricks, the pitfalls of this important methodology are covered in detail and with great insight. This is no book on abstract theory, Dr Jäckel is a practitioner who has implemented every single one of these ideas. He

Monte Carlo Methods in Finance

📁 Monte Carlo Methods in Finance

✍ Peter Jaeckel 📂 Library 📅 2002 🏛 Wiley 🌐 English

I read and then reread Peter Jackel's book on Monte Carlo methods in finance, hoping to get more out of it with the extra readings. Alas, this was not the case - you can only squeeze so much juice out of a dry orange. This book looks and feels like a brain dump of a brainiac who hasn't got the abili

Monte Carlo methods in finance

📁 Monte Carlo methods in finance

✍ Jaeckel P. 📂 Library 📅 2002 🏛 Wiley 🌐 English

An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pr

Monte Carlo Methods in Finance

📁 Monte Carlo Methods in Finance

✍ P.Jackel. 📂 Library 🌐 English

Monte Carlo Methods in Finance

📁 Monte Carlo Methods in Finance

✍ Peter Jaeckel 📂 Library 📅 2002 🏛 Wiley 🌐 English

An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pr

Monte Carlo Methods in Finance

📁 Monte Carlo Methods in Finance

✍ P.Jackel. 📂 Library 🌐 English