Monte Carlo Methods in Financial Engineering

Auteurs

• Paul Glasserman

Paramètres

• 609 pages
• 22 heures de lecture

• Affaires et économie
• Économie
• Finance
• Manuels et guides
• Mathématiques

En savoir plus sur le livre

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.

Achat du livre

• Année de publication: 2010
• Reliure: (souple)