• Formato de libro: PDF, Epub, DOCx, TXT
  • Numero de paginas: 596 pages
  • Tamaño del archivo: 15MB
  • Clasificacion:

Sinopsis de Monte carlo methods in financial engineering:

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'.

Informacion sobre este escritor no puede ser localizado o incluso erradicado al de su creador. Usted podria interesados ??en otros publicaciones por PAUL GLASSERMAN. Nosotros estabamos Competente de Recolectar la mayor parte de casi todos de iformatsii Usted para usted personalmente. Para autores: sitio no ampliar a consumidor Acceso su libros electronicos de formacion en nuestro sitios web unicamente introduccion detalles de informacion sobre. si usted siente que cree que nuestro sitio web Es realmente infractor, por favor, asegurese de que usted necesita escribir a las personas sobre esto y si usted es verdaderamente el creador de estos guias, vamos a Prontamente eliminar sitios web De nuestro en nuestro sitio web

Descargar gratis Monte carlo methods in financial engineering en Español:

Monte carlo methods in financial engineering MP3Monte carlo methods in financial engineering Mp3 descargar gratis
Monte carlo methods in financial engineering PDFMonte carlo methods in financial engineering PDF descargar gratis
Monte carlo methods in financial engineering EPUBMonte carlo methods in financial engineering EPUB descargar gratis
Monte carlo methods in financial engineering TXTMonte carlo methods in financial engineering TXT descargar gratis
Monte carlo methods in financial engineering DOCMonte carlo methods in financial engineering DOC descargar gratis
Monte carlo methods in financial engineering MOBIMonte carlo methods in financial engineering MOBI descargar gratis

Comentarios

Whiteworker

Me alegro de que finalmente descargado la versión epub. Estoy muy contento.

Burim

excelente¡¡¡ gracias

Whiteweaver

Honestamente puedo decir que fue una de las mejores cosas que jamás haya leído

Bundage

Gracias para este libro!

Schwinn

al final del post busca Contraseña/Password: hay indica saludos

Leave a Comment