Monte Carlo Simulation and Finance Hardback
by Don L. McLeish
Part of the Wiley Finance Series series
Hardback
- Information
Description
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.
Information
-
Unavailable
- Format:Hardback
- Pages:388 pages, Illustrations
- Publisher:John Wiley and Sons Ltd
- Publication Date:03/05/2005
- Category:
- ISBN:9780471677789
Information
-
Unavailable
- Format:Hardback
- Pages:388 pages, Illustrations
- Publisher:John Wiley and Sons Ltd
- Publication Date:03/05/2005
- Category:
- ISBN:9780471677789