MONTE CARLO METHODS IN FINANCIAL ENGINEE
โ GLASSERMAN
๐ Library
๐
2004
๐ Springer
๐ English
โฆ LIBER โฆ
๐
Monte Carlo methods in financial engineering
โ Scribed by Paul Glasserman
- Publisher
- Springer
- Year
- 2004
- Tongue
- English
- Leaves
- 613
- Series
- Applications of mathematics 53
- Edition
- 1
- Category
- Library
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๐ SIMILAR VOLUMES
Monte Carlo methods in financial enginee
โ Paul Glasserman
๐ Library
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2004
๐ Springer
๐ English
Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yie
Monte Carlo Methods in Financial Enginee
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"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 pri
Monte Carlo Methods in Financial Enginee
โ Glasserman P.
๐ Library
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2003
๐ English
"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 pri
Monte Carlo Methods in Financial Enginee
โ Paul Glasserman
๐ Library
๐
2003
๐ Springer
๐ English
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. <P>This book develops the use of Monte Carlo method
Monte Carlo Methods in Financial Enginee
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2003
๐ Springer
๐ English