Monte Carlo Methods in Financial Engineering

By:

Paul Glasserman

Format:

Hardback

Series:

Stochastic Modelling and Applied Probability

Show Hide Adult Content

$226.99

Available from supplier

Usually ships in 3-4 weeks

0 in Trolley

Price Match

Wrap this item as a gift ($5.90) - add a free gift card on the next page

Buy Now, Pay Later with:

4 payments of $56.75 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

Around 27 Jun - 9 Jul using International Courier

Description

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.

Release date Australia

August 7th, 2003

Author

Paul Glasserman

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational
Undergraduate

Illustrations

4 Illustrations, black and white; XIII, 596 p. 4 illus.

Pages

596

Series

Stochastic Modelling and Applied Probability

Dimensions

156x234x33

ISBN-13

9780387004518

Product ID

2434444

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Get free delivery, exclusive deals, and more^*

Business & Economics Books:

Monte Carlo Methods in Financial Engineering

By:

Format:

Series:

Buy Now, Pay Later with:

Availability

Description

Customer reviews

Marketplace listings

Help & options

Filed under...

Get free delivery, exclusive deals, and more*

Buy Now, Pay Later with:

Get free delivery, exclusive deals, and more^*