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Monte Carlo Methods In Financial Engineering

Monte Carlo simulation is an important tool in the pricing of derivative securities and in risk management. This book develops the use of Monte Carlo methods in finance. It uses simulation as a vehicle for presenting models and ideas from financial engineering. It addresses estimating price sensitivities and valuing American options.
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  • Availability: Out Of Stock
  • Supplier: Pickabook
  • SKU: 9780387004518
Availability: In Stock
£42.49
mathematics Mathematics, Science, Technology & Medicine > Mathematics
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Product Description

Monte Carlo simulation is an important tool in the pricing of derivative securities & in risk management. This book develops the use of Monte Carlo methods in finance. It uses simulation as a vehicle for presenting models & ideas from financial engineering. It addresses estimating price sensitivities & valuing American options.

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Supplier Information

Pickabook
A UK based company founded in 1998. Offering exceptional value for money on a wide range of books including leather bound books and sticker books.

Over 5 million books in stock - all new
Discounts of upto 80 percent
Excellent customer service
Fast delivery
Page Updated: 2015-03-31 20:45:45

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