Monte Carlo Simulation with Applications to Finance is popular PDF and ePub book, written by Hui Wang in 2012-05-22, 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 Simulation with Applications to Finance can be Read Online from any device for your convenience.
Monte Carlo Simulation with Applications to Finance Book PDF Summary
Developed from the author's course on Monte Carlo simulation at Brown University, this text provides a self-contained introduction to Monte Carlo methods in financial engineering. It covers common variance reduction techniques, the cross-entropy method, and the simulation of diffusion process models. Requiring minimal background in mathematics and finance, the book includes numerous examples of option pricing, risk analysis, and sensitivity analysis as well as many hand-and-paper and MATLAB coding exercises at the end of every chapter.
Detail Book of Monte Carlo Simulation with Applications to Finance PDF
- Author : Hui Wang
- Release : 22 May 2012
- Publisher : CRC Press
- ISBN : 9781466566903
- Genre : Business & Economics
- Total Page : 291 pages
- Language : English
- PDF File Size : 11,9 Mb
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