Monte Carlo Methods in Financial Engineering

Monte Carlo Methods in Financial Engineering
Author: Paul Glasserman
Publisher: Springer Science & Business Media
Total Pages: 603
Release: 2013-03-09
Genre: Mathematics
ISBN: 0387216170


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From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis


Monte Carlo Methods in Financial Engineering
Language: en
Pages: 603
Authors: Paul Glasserman
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to
Monte Carlo Simulation and Finance
Language: en
Pages: 308
Authors: Don L. McLeish
Categories: Business & Economics
Type: BOOK - Published: 2011-09-13 - Publisher: John Wiley & Sons

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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 b
Monte Carlo Simulation with Applications to Finance
Language: en
Pages: 294
Authors: Hui Wang
Categories: Business & Economics
Type: BOOK - Published: 2012-05-22 - Publisher: CRC Press

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Developed from the author’s course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applications to Finance provides a self-containe
Monte Carlo Methods in Finance
Language: de
Pages: 245
Authors: Peter Jäckel
Categories: Business & Economics
Type: BOOK - Published: 2002-04-03 - Publisher: John Wiley & Sons

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An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guid
Monte Carlo Methods and Models in Finance and Insurance
Language: en
Pages: 485
Authors: Ralf Korn
Categories: Business & Economics
Type: BOOK - Published: 2010-02-26 - Publisher: CRC Press

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Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background