(Monte Carlo Methods in Financial Engineering) By Glasserman, Paul (Author) Hardcover on (08 , 2003) par Paul Glasserman

(Monte Carlo Methods in Financial Engineering) By Glasserman, Paul (Author) Hardcover on (08 , 2003)

Titre de livre: (Monte Carlo Methods in Financial Engineering) By Glasserman, Paul (Author) Hardcover on (08 , 2003)

Éditeur: Springer

Auteur: Paul Glasserman


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Paul Glasserman avec (Monte Carlo Methods in Financial Engineering) By Glasserman, Paul (Author) Hardcover on (08 , 2003)

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Monte Carlo Methods in Financial Engineering: v. 53 Monte Carlo simulation is an important tool in the pricing of derivative securities and in risk management. This book develops the use of Monte Carlo methods in finance. It uses simulation as a vehicle for presenting models and ideas from financial engineering. It addresses estimating price sensitivities and valuing American options. Full description