Catalog > Social Sciences > Economy > Hui Wang: Monte Carlo Simulation with Applications to Finance (PDF)

Hui Wang
Monte Carlo Simulation with Applications to Finance [PDF ebook]

Support

Cover of Hui Wang: Monte Carlo Simulation with Applications to Finance (PDF)

Developed from the author”s course on Monte Carlo simulation at Brown University, this text provides a self-contained introduction to Monte Carlo methods in financial engineering. It covers common variance reduction techniques, the cross-entropy method, and the simulation of diffusion process models. Requiring minimal background in mathematics and finance, the book includes numerous examples of option pricing, risk analysis, and sensitivity analysis as well as many hand-and-paper and MATLAB coding exercises at the end of every chapter.

€79.85

Buy this ebook and get 1 more FREE!

Format PDF ● Pages 292 ● ISBN 9781466566903 ● Publisher CRC Press ● Published 2012 ● Downloadable 3 times ● Currency EUR ● ID 7124236 ● Copy protection Adobe DRM

Requires a DRM capable ebook reader

More ebooks from the same author(s) / Editor

259,319 Ebooks in this category

Cover of Nasrallah Houssam Eddine: Millionaire Industry: The Three Secrets That Make an Ordinary Man Male or Female, White or Black Are a Real Millionaire

Nasrallah Houssam Eddine: Millionaire Industry: The Three Secrets That Make an Ordinary Man Male or Female, White or Black Are a Real Millionaire

Cover of N. Gregory Mankiw: Macroeconomics

N. Gregory Mankiw: Macroeconomics

Cover of Justyna Stochaj & Wioletta Sylwia Wereda: Organizational Management and the COVID-19 Crisis

Justyna Stochaj & Wioletta Sylwia Wereda: Organizational Management and the COVID-19 Crisis

The COVID-19 pandemic has re-shaped organizations on many levels: resource, process, structural and relational. Such a wide range of forced changes has resulted in a greater need to implement risk ma …

Cover of Shane M. Greenstein & Josh (Harvard Business School and National Bureau of Economic Research) Lerner: Innovation Policy and the Economy, 2016

Shane M. Greenstein & Josh (Harvard Business School and National Bureau of Economic Research) Lerner: Innovation Policy and the Economy, 2016

The seventeenth volume of the National Bureau of Economic Research’s Innovation Policy and the Economy provides an accessible forum for bringing the work of leading academic researchers to an audienc …

Cover of Jay Liebowitz: Beyond Knowledge Management

Jay Liebowitz: Beyond Knowledge Management

Although knowledge management (KM) has already helped numerous organizations achieve competitive advantages, many organizations have yet to embark on their knowledge management journey. Geared for ex …

Cover of Jr., Anthony Sgroi: The Innovative Lean Machine

Jr., Anthony Sgroi: The Innovative Lean Machine

In order for an organization to thrive in a competitive business environment, its strategy, people, and branding must be fully optimized. The Innovative Lean Machine: Synchronizing People, Branding, …

Cover of Michael (University of Florida, Gainesville, USA) Kuenstle & Nawari O. (University of Florida, Gainesville, USA) Nawari: Building Information Modeling

Michael (University of Florida, Gainesville, USA) Kuenstle & Nawari O. (University of Florida, Gainesville, USA) Nawari: Building Information Modeling

This book focuses on how engineers and architects can benefit from new frameworks and technologies by reviewing the building information management (BIM) concept, discussing how BIM will affect educa …

Cover of Shahzavar Karimzadi: Money and its Origins

Shahzavar Karimzadi: Money and its Origins

The concept of the origin of money has been a topic of interest and discussion to almost all schools of economic thought. However, in spite of minor differences of interpretation, most views share an …

Cover of Institute of Leadership & Management: Developing Yourself and Others

Institute of Leadership & Management: Developing Yourself and Others

Super series are a set of workbooks to accompany the flexible learning programme specifically designed and developed by the Institute of Leadership & Management (ILM) to support their Level 3 Certifi …

Cover of Randall Holcombe: Producing Prosperity

Randall Holcombe: Producing Prosperity

The substantial prosperity that characterizes market economies at the beginning of the twenty-first century is relatively recent in human history. Prior to the Industrial Revolution, economic progres …