Monte Carlo simulation and finance
- フォーマット:
- 図書
- 責任表示:
- Don L. McLeish
- 言語:
- 英語
- 出版情報:
- Hoboken, N.J. : John Wiley & Sons, c2005
- 形態:
- xi, 387 p. : ill. ; 24 cm
- 著者名:
- McLeish, Don L <DA14893957>
- シリーズ名:
- The Wiley finance series <BA5197584X>
- 目次情報:
-
Some basic theory of finance Basic Monte Carlo methods Variance reduction techniques Simulating the value of options Quasi-Monte Carlo multiple integration Estimation and calibration Sensitivity analysis, estimating derivatives and the Greeks Other directions and conclusions Some basic theory of finance Basic Monte Carlo methods Variance reduction techniques Simulating the value of options Quasi-Monte Carlo multiple integration Estimation and calibration - 書誌ID:
- BA71827288
- ISBN:
- 9780471677789 [0471677787]
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