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

☆☆☆☆☆
简体网页||繁体网页

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

喜欢 Monte Carlo Methods in Financial Engineering 在线电子书的读者还喜欢

下载链接在页面底部

点击这里下载

想要找书就要到图书目录大全

book.wenda123.org

立刻按 ctrl+D收藏本页

你会得到大惊喜!!

发表于2024-12-31

facebook linkedin mastodon messenger pinterest reddit telegram twitter viber vkontakte whatsapp 复制链接

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

Monte Carlo Methods in Financial Engineering 在线电子书用户评价

评分☆☆☆☆☆

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

评分☆☆☆☆☆

有点难度，另外那本monte carlo in finance简单些

评分☆☆☆☆☆

好叼...

评分☆☆☆☆☆

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

评分☆☆☆☆☆

各种无奈都是泪。。。。。。。。。。。

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."

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

想要找书就要到图书目录大全

book.wenda123.org

立刻按 ctrl+D收藏本页

你会得到大惊喜!!