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Englisch
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Beschreibung
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.
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.
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.
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.
Zusammenfassung
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.
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.
Inhaltsverzeichnis
Foundations.- Generating Random Numbers and Random Variables.- Generating Sample Paths.- Variance Reduction Techniques.- Quasi-Monte Carlo Methods.- Discretization Methods.- Estimating Sensitivities.- Pricing American Options.- Applications in Risk Management.- Appendices
Details
| Erscheinungsjahr: | 2010 |
|---|---|
| Fachbereich: | Allgemeines |
| Genre: | Importe, Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Reihe: | Stochastic Modelling and Applied Probability |
| Inhalt: |
xiii
596 S. 4 s/w Illustr. 596 p. 4 illus. |
| ISBN-13: | 9781441918222 |
| ISBN-10: | 1441918221 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: | Glasserman, Paul |
| Hersteller: |
Springer
Springer US, New York, N.Y. Stochastic Modelling and Applied Probability |
| Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
| Maße: | 235 x 155 x 33 mm |
| Von/Mit: | Paul Glasserman |
| Erscheinungsdatum: | 19.11.2010 |
| Gewicht: | 0,914 kg |