Monte Carlo Methods in finance
- ISBN: 9780471497417
- Editorial: John Wiley & Sons Limited
- Fecha de la edición: 2002
- Lugar de la edición: Chichester. None
- Colección: Wiley Finance
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 238
- Idiomas: Inglés
Papel: Cartoné
97,98 €
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This text on financial Monte Carlo methods covers topics on: mathematics behind Monte Carlo methods; correlation normal, log- normal and other processes; applications in risk management option pricing; value at risk; various reduction techniques; low discrepency numbers; and quantitative research. Table of Contents The mathematics behind Monte Carlo methods correlation normal, log-normal and other processes applications in risk management option pricing value at risk faster Monte Carlo 1 - various reduction techniques faster Monte Carlo 2 - low discrepency numbers Monte Carlo and professional quantitative research more hints and tricks new Monte Carlo techniques
Includes CD-ROM
