Libro monte carlo simulation and finance De don l. mcleish

portada monte carlo simulation and finance

Formato

Libro Físico

Editorial

wiley

Autor

don l. mcleish

N° páginas

387.00

ISBN

0471677787

ISBN13

9780471677789

monte carlo simulation and finance

Don L. Mcleish (Autor) · wiley · Libro Físico

Sin Stock

Reseña del libro "monte carlo simulation and finance"

monte carlo methods have been used for decades in physics, engineering, statistics, and other fields. there are many texts that present monte carlo methods for these areas of application. there is no book specifically devoted to their use in finance. several books on derivatives and risk management include brief discussions of the basic ideas of monte carlo, but research and applications in the area have progressed so rapidly that a book dedicated to monte carlo methods in financial engineering is greatly needed.