2005, ISBN: 0471731773
In englischer Sprache. Verlag: John Wiley & Sons, Chapter 1. Introduction. Chapter 2. Some Basic Theory of Finance. Introduction to Pricing: Single PeriodModels. Multiperiod Models. Deter… Más…
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ISBN: 9780471731771
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 tech… Más…
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2005, ISBN: 9780471731771
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 tech… Más…
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ISBN: 9780471731771
Monte Carlo methods have been used for decades in physics,engineering, statistics, and other fields. Monte CarloSimulation and Finance explains the nuts and bolts of thisessential techniq… Más…
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2005, ISBN: 9780471731771
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2005, ISBN: 0471731773
In englischer Sprache. Verlag: John Wiley & Sons, Chapter 1. Introduction. Chapter 2. Some Basic Theory of Finance. Introduction to Pricing: Single PeriodModels. Multiperiod Models. Deter… Más…
ISBN: 9780471731771
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 tech… Más…
2005
ISBN: 9780471731771
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 tech… Más…
ISBN: 9780471731771
Monte Carlo methods have been used for decades in physics,engineering, statistics, and other fields. Monte CarloSimulation and Finance explains the nuts and bolts of thisessential techniq… Más…
2005, ISBN: 9780471731771
[ED: 1], 1., Auflage, eBook Download (PDF), eBooks, [PU: John Wiley & Sons]
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Detalles del libro - Monte Carlo Simulation and Finance
EAN (ISBN-13): 9780471731771
ISBN (ISBN-10): 0471731773
Año de publicación: 2005
Editorial: Wiley, J
384 Páginas
Idioma: eng/Englisch
Libro en la base de datos desde 2007-04-23T21:11:01-05:00 (Mexico City)
Página de detalles modificada por última vez el 2017-02-01T12:55:35-06:00 (Mexico City)
ISBN/EAN: 9780471731771
ISBN - escritura alterna:
0-471-73177-3, 978-0-471-73177-1
Mode alterno de escritura y términos de búsqueda relacionados:
Título del libro: monte carlo simulation
Datos del la editorial
Autor: Don L. McLeish
Título: Wiley Finance Editions; Monte Carlo Simulation and Finance
Editorial: Wiley; John Wiley & Sons
384 Páginas
Año de publicación: 2005-05-06
Idioma: Inglés
61,99 € (DE)
EA; E107; E-Book; Nonbooks, PBS / Wirtschaft/Betriebswirtschaft; Finanzenwesen und Finanzindustrie; Finance & Investments; Finanz- u. Anlagewesen; Finanzplanung; Institutional & Corporate Finance; Institutionelle Finanzplanung; Monte-Carlo-Methode; Institutionelle Finanzplanung; BB
Chapter 1. Introduction. Chapter 2. Some Basic Theory of Finance. Introduction to Pricing: Single PeriodModels. Multiperiod Models. Determining the Process Bt. Minimum Variance Portfolios and the Capital Asset PricingModel. Entropy: choosing a Q measure. Models in Continuous Time. Problems. Chapter 3. Basic Monte Carlo Methods. Uniform Random Number Generation. Apparent Randomness of Pseudo-Random Number Generators. Generating Random Numbers from Non-Uniform ContinuousDistributions. Generating Random Numbers from Discrete Distributions. Random Samples Associated with Markov Chains. Simulating Stochastic Partial Differential Equations. Problems. Chapter 4. Variance Reduction Techniques. Introduction. Variance reduction for one-dimensional Monte-CarloIntegration. Problems. Chapter 5. Simulating the value of Options. Asian Options. Pricing a Call option under stochastic interest rates. Simulating Barrier and lookback options. Survivorship Bias. Problems. Chapter 6. Quasi- Monte Carlo Multiple Integration. Introduction. Theory of Low discrepancy sequences. Examples of low discrepancy sequences. Problems. Chapter 7. Estimation and Calibration. Introduction. Finding a Root. Maximization of Functions. MaximumLikelihood Estimation. Using Historical Data to estimate the parameters in DiffusionModels. Estimating Volatility. Estimating Hedge ratios and Correlation Coefficients. Problems. Chapter 8. Sensitivity Analysis, Estimating Derivatives and theGreeks. Estimating Derivatives. Infinitesimal Perturbation Analysis: Pathwisedifferentiation. Calibrating aModel using simulations. Problems. Chapter 9. Other Directions and Conclusions. Alternative Models. ARCH and GARCH. Conclusions. Notes. References. Index.Más, otros libros, que pueden ser muy parecidos a este:
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