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Language: en
Pages: 603
Pages: 603
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to
Language: de
Pages: 245
Pages: 245
Type: BOOK - Published: 2002-04-03 - Publisher: John Wiley & Sons
An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guid
Language: en
Pages: 620
Pages: 620
Type: BOOK - Published: 2014-06-20 - Publisher: John Wiley & Sons
An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and compre
Language: en
Pages: 308
Pages: 308
Type: BOOK - Published: 2011-09-13 - Publisher: John Wiley & Sons
Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and b
Language: en
Pages: 294
Pages: 294
Type: BOOK - Published: 2012-05-22 - Publisher: CRC Press
Developed from the author’s course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applications to Finance provides a self-containe