Monte Carlo methods in financial engineering
Monte Carlo Methods are among the most broadly applicable and thus most powerful tools for valuing derivative securities and measuring their risks. As computer speeds continue to increase and new research expands the scope and efficiency of these methods, their use is destined to grow. This book is...
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| Hlavní autor: | |
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| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
Cham :
Springer international publishing
[20..].
Cham : Springer Nature |
| Témata: | |
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
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Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Monte Carlo methods in financial engineering, Paul Glasserman, 2003, New York, Springer, 1 vol. (XIII-596 p.), Applications of mathematics, 978-0-387-00451-8 |
| Shrnutí: | Monte Carlo Methods are among the most broadly applicable and thus most powerful tools for valuing derivative securities and measuring their risks. As computer speeds continue to increase and new research expands the scope and efficiency of these methods, their use is destined to grow. This book is devoted to the use of Monte Carlo methods in finance. Advances in Monte Carlo methods in financial engineering take place at the interface between academic research and industry practice. This book targets that interface developing theory closely tied to applications. It is roughly divided into three parts: the first three chapters concentrate on the basics of Monte Carlo methods, the next three develop ways to improve Monte Carlo methods, and the final four chapters deal with more specialized problems arising, in particular applications of Monte Carlo to financial engineering. This book will serve as a reference for practitioners and researchers and will also be suitable as a graduate text for courses on computational finance |
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| Popis jednotky: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Bibliografie: | Bibliogr. p. [569]-586 de l'édition imprimée. Index |
| ISBN: | 9780387216171 |
| Přístup: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |