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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)

Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
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作者: 著
出版社: Springer
2003-08
ISBN: 9780387004518
定价: 1304.70
装帧: 精装
开本: 其他
纸张: 其他
页数: 616页
正文语种: 英语
丛书: Applications of Mathematics
分类: 外文古旧书>英文书>经济
9人买过
  • Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques. This book
  • 内容简介:
    Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques. This book
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