Monte Carlo Methods in Financial Engineering
(Bog, Paperback / softback, Engelsk)
Forlag:
Springer-Verlag New York Inc.
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9781441918222
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Beskrivelse
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.
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| Forlag | Springer-Verlag New York Inc. |
| Forfatter | Paul Glasserman |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgave | 1st ed. Softcover of orig. ed. 2003 |
| Udgivelsesdato | 19-11-2010 |
| Første udgivelsesår | 2010 |
| Serie | Stochastic Modelling and Applied Probability |
| Illustrationer | 4 Illustrations, black and white |
| Originalsprog | United States |
| Sideantal | 596 |
| Indbinding | Paperback / softback |
| Forlag | Springer-Verlag New York Inc. |
| Sideoplysninger | 596 pages, 4 Illustrations, black and white |
| Mål | 234 x 157 x 33 |
| ISBN-13 / EAN-13 | 9781441918222 |