212
0
0
0
Monte Carlo simulation and finance / Don L. McLeish
- 作者: McLeish, Don L.
- 出版: Hoboken, NJ : J. Wiley c2005
- 叢書名: Wiley finance series
- 主題: Financial futures. , Monte Carlo method. , Options (Finance)
- ISBN: 0471677787 (hbk.) :: US$1230.00 、 9780471677789 (hbk.) :: US$1230.00
- 一般註:Includes bibliographical references (p. 375-381) and index
-
讀者標籤:
- 系統號: 005134890 | 機讀編目格式
館藏資訊
Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi-Monte Carlo methods can help solve and the different ways Monte Carlo methods can be improved upon. This state-of-the-art book on Monte Carlo simulation methods is ideal for finance professionals and students. Order your copy today.
資料來源:
Google Book
延伸查詢
Google Books
Amazon