Monte Carlo Methods in Financial Engineering: 53 - Brossura
Libro 6 di 30: Stochastic Modelling and Applied Probability
Sinossi
This book is devoted to the use of Monte Carlo methods in finance and is the first of its kind in this area. It will serve as a reference for practitioners and researchers and will also be suitable as a graduate text for courses on computational finance.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Dalla quarta di copertina
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 develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios.
The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential.
The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Altre edizioni note dello stesso titolo
Risultati della ricerca per Monte Carlo Methods in Financial Engineering: 53
Foto dell'editore
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
Da: Phatpocket Limited, Waltham Abbey, HERTS, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Codice articolo Z1-U-025-02880
Compra usato
EUR 41,97
Spedizione EUR 12,52
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 2 disponibili
Foto dell'editore
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
Da: Books From California, Simi Valley, CA, U.S.A.
Valutazione del venditore 4 su 5 stelle
paperback. Condizione: Very Good. Codice articolo mon0003612654
Compra usato
EUR 50,49
Spedizione EUR 4,37
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 6 disponibili
Immagini fornite dal venditore
Monte Carlo Methods in Financial Engineering
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 11877386-n
Compra nuovo
EUR 56,86
Spedizione EUR 2,31
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Monte Carlo Methods in Financial Engineering
Da: PBShop.store US, Wood Dale, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo GB-9781441918222
Compra nuovo
EUR 59,25
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Monte Carlo Methods in Financial Engineering
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
Valutazione del venditore 5 su 5 stelle
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo GB-9781441918222
Compra nuovo
EUR 54,76
Spedizione EUR 6,91
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Monte Carlo Methods in Financial Engineering
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: As New. Unread book in perfect condition. Codice articolo 11877386
Compra usato
EUR 61,27
Spedizione EUR 2,31
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
Da: WorldofBooks, Goring-By-Sea, WS, Regno Unito
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo GOR013614787
Compra usato
EUR 59,89
Spedizione EUR 6,59
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Monte Carlo Methods in Financial Engineering
Editore:
Springer-Verlag New York Inc., US, 2010
ISBN 10: 1441918221
ISBN 13: 9781441918222
Nuovo
Paperback
Da: Rarewaves.com USA, London, LONDO, Regno Unito
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: New. 1st ed. Softcover of orig. ed. 2003. 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 develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios.The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential.The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry.Mathematical Reviews, 2004: ". this book is very comprehensive, up-to-date and useful tool for those who are interested in implementing Monte Carlo methods in a financial context.". Codice articolo LU-9781441918222
Compra nuovo
EUR 71,93
Spedizione gratuita
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Monte Carlo Methods in Financial Engineering
Da: GreatBookPricesUK, Woodford Green, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 11877386-n
Compra nuovo
EUR 54,74
Spedizione EUR 17,65
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Monte Carlo Methods in Financial Engineering: 53 (Stochastic Modelling and Applied Probability)
Da: Chiron Media, Wallingford, Regno Unito
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: New. Codice articolo 6666-GRD-9781441918222
Compra nuovo
EUR 54,69
Spedizione EUR 18,22
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 1 disponibili