skip to content
Monte Carlo simulation and finance Preview this item
ClosePreview this item

Monte Carlo simulation and finance

Author: Don L McLeish
Publisher: Hoboken, NJ : J. Wiley, 2005.
Series: Wiley finance series.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:
"Monte Carlo Simulation and Finance provides financial engineers, researchers, and students with today's most detailed and application-based examination of Monte Carlo modeling techniques. It is filled with valuable insights and methodologies for formulating the problem at hand; setting specific objectives; choosing and implementing the most applicable model; determining parameters; running the simulation; and
Getting this item's online copy... Getting this item's online copy...

Find a copy in the library

Getting this item's location and availability... Getting this item's location and availability...

WorldCat

Find it in libraries globally
Worldwide libraries own this item

Details

Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Don L McLeish
ISBN: 0471677787 9780471677789
OCLC Number: 57003799
Description: xi, 387 pages : illustrations ; 24 cm.
Contents: Some basic theory of finance --
Basic Monte Carlo methods --
Variance reduction techniques --
Simulating the value of options --
Quasi-Monte Carlo multiple integration --
Estimation and calibration --
Sensitivity analysis, estimating derivatives and the Greeks --
Other methods and conclusions.
Series Title: Wiley finance series.
Responsibility: Don L. McLeish.

Abstract:

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 technique used  Read more...
Retrieving notes about this item Retrieving notes about this item

Reviews

Editorial reviews

Publisher Synopsis

"...a very useful guide..." (Zentralblatt MATH, 1117)

 
User-contributed 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.

Close Window

Please sign in to WorldCat 

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