skip to content
Monte Carlo methods in finance Preview this item
ClosePreview this item
Checking...

Monte Carlo methods in finance

Author: Peter Jäckel
Publisher: Chichester, West Sussex, England : J. Wiley, ©2002.
Series: Wiley finance series.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
One CD-ROM disc in pocket.
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: CD-ROMs
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Peter Jäckel
ISBN: 047149741X 9780471497417
OCLC Number: 48383381
Description: xvi, 222 pages ; 26 cm + 1 computer optical disc (4 3/4 in.)cal disc.
Contents: 1. Introduction --
2. The Mathematics Behind Monte Carlo Methods --
3. Stochastic Dynamics --
4. Process-driven Sampling --
5. Correlation and Co-movement --
6. Salvaging a Linear Correlation Matrix --
7. Pseudo-random Numbers --
8. Low-discrepancy Numbers --
9. Non-uniform Variates --
10. Variance Reduction Techniques --
11. Greeks --
12. Monte Carlo in the BGM/J Framework --
13. Non-recombining Trees --
14. Miscellanea.
Series Title: Wiley finance series.
Responsibility: Peter Jäckel.
More information:

Abstract:

A guide which uses a problem solving approach and shows how to implement Monte Carlo methods, starting from first principles to advanced techniques.  Read more...

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/48383381> # Monte Carlo methods in finance
    a schema:Book, schema:CreativeWork ;
   library:oclcnum "48383381" ;
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/enk> ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/906609#Place/chichester_west_sussex_england> ; # Chichester, West Sussex, England
   schema:about <http://experiment.worldcat.org/entity/work/data/906609#Topic/finanzmathematik> ; # Finanzmathematik
   schema:about <http://experiment.worldcat.org/entity/work/data/906609#Topic/mathematique_financiere> ; # Mathématique financière
   schema:about <http://id.worldcat.org/fast/1025819> ; # Monte Carlo method
   schema:about <http://dewey.info/class/519.282/e21/> ;
   schema:about <http://experiment.worldcat.org/entity/work/data/906609#Topic/methode_de_monte_carlo> ; # Méthode de Monte-Carlo
   schema:about <http://experiment.worldcat.org/entity/work/data/906609#Topic/monte_carlo_simulation> ; # Monte-Carlo-Simulation
   schema:about <http://experiment.worldcat.org/entity/work/data/906609#Topic/statistique_financiere> ; # Statistique financière
   schema:about <http://id.worldcat.org/fast/842780> ; # Business mathematics
   schema:bookFormat bgn:PrintBook ;
   schema:copyrightYear "2002" ;
   schema:creator <http://viaf.org/viaf/161276028> ; # Peter Jäckel
   schema:datePublished "2002" ;
   schema:description "1. Introduction -- 2. The Mathematics Behind Monte Carlo Methods -- 3. Stochastic Dynamics -- 4. Process-driven Sampling -- 5. Correlation and Co-movement -- 6. Salvaging a Linear Correlation Matrix -- 7. Pseudo-random Numbers -- 8. Low-discrepancy Numbers -- 9. Non-uniform Variates -- 10. Variance Reduction Techniques -- 11. Greeks -- 12. Monte Carlo in the BGM/J Framework -- 13. Non-recombining Trees -- 14. Miscellanea."@en ;
   schema:description "One CD-ROM disc in pocket."@en ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/906609> ;
   schema:genre "CD-ROMs"@en ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/906609#Series/wiley_finance_series> ; # Wiley finance series.
   schema:name "Monte Carlo methods in finance"@en ;
   schema:productID "48383381" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/48383381#PublicationEvent/chichester_west_sussex_england_j_wiley_2002> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/906609#Agent/j_wiley> ; # J. Wiley
   schema:url <http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=015782195&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA> ;
   schema:url <http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=015782195&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA> ;
   schema:url <http://catdir.loc.gov/catdir/toc/wiley021/2001046997.html> ;
   schema:workExample <http://worldcat.org/isbn/9780471497417> ;
   umbel:isLike <http://bnb.data.bl.uk/id/resource/GBA228830> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/48383381> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/906609#Place/chichester_west_sussex_england> # Chichester, West Sussex, England
    a schema:Place ;
   schema:name "Chichester, West Sussex, England" ;
    .

<http://experiment.worldcat.org/entity/work/data/906609#Series/wiley_finance_series> # Wiley finance series.
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/48383381> ; # Monte Carlo methods in finance
   schema:name "Wiley finance series." ;
   schema:name "Wiley finance series" ;
    .

<http://experiment.worldcat.org/entity/work/data/906609#Topic/mathematique_financiere> # Mathématique financière
    a schema:Intangible ;
   schema:name "Mathématique financière"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/906609#Topic/methode_de_monte_carlo> # Méthode de Monte-Carlo
    a schema:Intangible ;
   schema:name "Méthode de Monte-Carlo"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/906609#Topic/monte_carlo_simulation> # Monte-Carlo-Simulation
    a schema:Intangible ;
   schema:name "Monte-Carlo-Simulation"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/906609#Topic/statistique_financiere> # Statistique financière
    a schema:Intangible ;
   schema:name "Statistique financière"@en ;
    .

<http://id.worldcat.org/fast/1025819> # Monte Carlo method
    a schema:Intangible ;
   schema:name "Monte Carlo method"@en ;
    .

<http://id.worldcat.org/fast/842780> # Business mathematics
    a schema:Intangible ;
   schema:name "Business mathematics"@en ;
    .

<http://viaf.org/viaf/161276028> # Peter Jäckel
    a schema:Person ;
   schema:familyName "Jäckel" ;
   schema:givenName "Peter" ;
   schema:name "Peter Jäckel" ;
    .

<http://worldcat.org/isbn/9780471497417>
    a schema:ProductModel ;
   schema:isbn "047149741X" ;
   schema:isbn "9780471497417" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.