☰

Business & Money

Monte Carlo Methods in Finance

$ 60

Availability: Currently in Stock

Delivery: 10-20 working days

Condition: USED (All books are in used condition)

Condition - Very Good
The item shows wear from consistent use, but it remains in good condition and functions properly. Item may arrive with damaged packaging or be repackaged. It may be marked, have identifying markings on it, or have minor cosmetic damage. It may also be missing some parts/accessories or bundled items.

Monte Carlo Methods in Finance

An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available.
The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples.
Country USA
Brand Wiley
Manufacturer Wiley
Binding Hardcover
ItemPartNumber Ill.
Model Ill.
UnitCount 1
EANs 9780471497417
ReleaseDate 0000-00-00

You might also like...