Monte Carlo Simulation with Applications to Finance

蒙特卡罗模拟在金融学中的应用

政治经济学

售   价:
658.00
发货周期:预计5-7周发货
作      者
出  版 社
出版时间
2019年08月30日
装      帧
平装
ISBN
9780367381356
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页      码
292
开      本
234x156 mm
语      种
英文
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图书简介
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.
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