Monte Carlo simulation and finance

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Business & Economics
Monte Carlo simulation and finance

Monte Carlo simulation and finance

Name: Monte Carlo simulation and finance
ISBN: 9780471731771

Don L. McLeish

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Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi-Monte Carlo methods can help solve and the different ways Monte Carlo methods can be improved upon.

This state-of-the-art book on Monte Carlo simulation methods is ideal for finance professionals and students. Order your copy today.

Categorias:

Business & Economics

Ano:

2005

Edição:

Editora:

Wiley

Idioma:

english

Páginas:

290