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
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書誌ID:
BA71827288
ISBN:
9780471677789 [0471677787]  CiNii Books  Webcat Plus  Google Books
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