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Monte Carlo Methods in Finance

โœ Scribed by Peter Jaeckel

Publisher
Wiley
Year
2002
Tongue
English
Leaves
235
Category
Library
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โœฆ Synopsis

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 pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available. The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples.

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Monte Carlo methods in finance
๐Ÿ“ Monte Carlo methods in finance
โœ Peter Jaeckel ๐Ÿ“‚ Library ๐Ÿ“… 2002 ๐Ÿ› Wiley ๐ŸŒ English

There is no book on the market to compare with Dr Jรคckel'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 Jรคckel is a practitioner who has implemented every single one of these ideas. He

Monte Carlo Methods in Finance
๐Ÿ“ Monte Carlo Methods in Finance
โœ Peter Jaeckel ๐Ÿ“‚ Library ๐Ÿ“… 2002 ๐Ÿ› Wiley ๐ŸŒ 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
๐Ÿ“ Monte Carlo methods in finance
โœ Jaeckel P. ๐Ÿ“‚ Library ๐Ÿ“… 2002 ๐Ÿ› Wiley ๐ŸŒ 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