Monte Carlo Methods in Finance is popular PDF and ePub book, written by Peter Jäckel in 2002-04-03, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Monte Carlo Methods in Finance can be Read Online from any device for your convenience.
Monte Carlo Methods in Finance Book PDF Summary
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.
Detail Book of Monte Carlo Methods in Finance PDF
- Author : Peter Jäckel
- Release : 03 April 2002
- Publisher : John Wiley & Sons
- ISBN : 9780471497417
- Genre : Business & Economics
- Total Page : 245 pages
- Language : English
- PDF File Size : 12,8 Mb
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