Monte Carlo Methods in Financial Engineering 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Paul Glasserman 作者

Springer

譯者

2003-8-7 出版日期

616 頁數

GBP 49.99 價格

Hardcover

叢書系列

9780387004518 圖書編碼

Monte Carlo Methods in Financial Engineering 在線電子書圖書標籤: 金融工程金融 quant Finance 數學 quantitative monte 金融數學

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發表於2024-12-23

Monte Carlo Methods in Financial Engineering 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Monte Carlo Methods in Financial Engineering 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Monte Carlo Methods in Financial Engineering 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

Monte Carlo Methods in Financial Engineering 在線電子書用戶評價

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各種無奈都是淚。。。。。。。。。。。

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有點難度，另外那本monte carlo in finance簡單些

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很多實例講解，非常有用。

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乾貨，這門課期末考瞭平均加一個std dev的分數，結果最後被老師打瞭個C+，也許是老師覺得我們所有人都太菜瞭吧

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經典中的經典

Monte Carlo Methods in Financial Engineering 在線電子書著者簡介

Monte Carlo Methods in Financial Engineering 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Monte Carlo Methods in Financial Engineering 在線電子書圖書描述

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 在線電子書下載 mobi epub pdf txt 在線電子書下載

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