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

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的封面 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

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格式 PDF ● 网页 292 ● ISBN 9781466566903 ● 出版者 CRC Press ● 发布时间 2012 ● 下载 3 时 ● 货币 EUR ● ID 7124236 ● 复制保护 Adobe DRM

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