Monte Carlo Methods in Financial Engineering 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Paul Glasserman 作者

Springer

译者

2003-8-7 出版日期

616 页数

GBP 49.99 价格

Hardcover

丛书系列

9780387004518 图书编码

Monte Carlo Methods in Financial Engineering 在线电子书图书标签: 金融工程金融 quant Finance 数学 quantitative monte 金融数学

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Monte Carlo Methods in Financial Engineering 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Monte Carlo Methods in Financial Engineering 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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期权参看读物，了解mc.

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祖师爷的书，在simulation的workshop上感受到一种无奈，simulation其实是一个学科，而不是简单的工具。

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好叼...

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作者在纽约哥大，算是顶尖人物之一了。MSMF computational finance教材

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祖师爷的书，在simulation的workshop上感受到一种无奈，simulation其实是一个学科，而不是简单的工具。

Monte Carlo Methods in Financial Engineering 在线电子书著者简介

Monte Carlo Methods in Financial Engineering 在线电子书图书目录

Monte Carlo Methods in Financial Engineering 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Monte Carlo Methods in Financial Engineering 在线电子书图书描述

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. 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 pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios. The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential. The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry. Mathematical Reviews, 2004: "... this book is very comprehensive, up-to-date and useful tool for those who are interested in implementing Monte Carlo methods in a financial context."

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