Monte Carlo Methods in Finance : Nonsaleable Items Per Elizabeth Zambrana at Wiley 10/25/02 P.S, Som

Jackel, Peter

ISBN 10: 047149741X / ISBN 13: 9780471497417

Editore: Wiley, 2002

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May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers. Codice articolo 86790-5

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Titolo: Monte Carlo Methods in Finance : Nonsaleable...

Casa editrice: Wiley

Data di pubblicazione: 2002

Legatura: Rilegato

Condizione: good

Descrizione articolo

Riassunto:

An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available.
The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples.

Informazioni sull?autore:

Peter Jäckel currently works at Commerzbank Securities in London as a quant in the front office product development and derivatives modelling group. Prior to that he worked within the NatWest Group/Royal Bank of Scotland Quantitative Research Centre. He started his career in finance with his employment at Nikko Securities' London operation.