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Více o knize
This book explores Monte Carlo simulation as a crucial tool for pricing derivatives and managing risk. It covers fundamentals, model implementation, and techniques for improving simulation accuracy. Additionally, it discusses advanced topics like American options and risk measurement, targeting graduate students and industry practitioners.
Nákup knihy
Monte Carlo Methods in Financial Engineering, Paul Glasserman
- Jazyk
- Rok vydání
- 2010
- Vazba
- (měkká)
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- Titul
- Monte Carlo Methods in Financial Engineering
- Jazyk
- anglicky
- Autoři
- Paul Glasserman
- Vydavatel
- Springer New York
- Rok vydání
- 2010
- Vazba
- měkká
- Počet stran
- 609
- ISBN13
- 9781441918222
- Série
- Štítky
- Byznys, Příručky a návody, Finance
- Hodnocení
- 4,4 z 5
- Anotace
- This book explores Monte Carlo simulation as a crucial tool for pricing derivatives and managing risk. It covers fundamentals, model implementation, and techniques for improving simulation accuracy. Additionally, it discusses advanced topics like American options and risk measurement, targeting graduate students and industry practitioners.