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Monte Carlo Methods In Finance 1st Edition Jaeckel Peter

  • SKU: BELL-55477922
Monte Carlo Methods In Finance 1st Edition Jaeckel Peter
$ 31.00 $ 45.00 (-31%)

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Monte Carlo Methods In Finance 1st Edition Jaeckel Peter instant download after payment.

Publisher: Wiley
File Extension: PDF
File size: 24.36 MB
Pages: 304
Author: Jaeckel, Peter
ISBN: 9780471497417, 047149741X
Language: English
Year: 2002
Edition: 1

Product desciption

Monte Carlo Methods In Finance 1st Edition Jaeckel Peter by Jaeckel, Peter 9780471497417, 047149741X instant download after payment.

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.

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