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20171111234612.0 |
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041028s2005 njua sb 001 0 eng |
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|z 0471677787 (cloth/website)
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|a CaPaEBR
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1 |
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|a HG6024.3
|b .M357 2005eb
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| 100 |
1 |
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|a McLeish, Don L.
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| 245 |
1 |
0 |
|a Monte Carlo simulation and finance
|c Don L. McLeish.
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| 260 |
|
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|a Hoboken, NJ :
|b J. Wiley,
|c 2005.
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| 300 |
|
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|a xi, 387 p. :
|b ill.
|
| 490 |
1 |
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|a Wiley finance series
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| 504 |
|
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|a Includes bibliographical references (p. 375-381) and index.
|
| 505 |
0 |
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|a Some basic theory of finance -- Basic Monte Carlo methods -- Variance reduction techniques -- Simulating the value of options -- Quasi-Monte Carlo multiple integration -- Estimation and calibration -- Sensitivity analysis, estimating derivatives and the Greeks -- Other methods and conclusions.
|
| 650 |
|
0 |
|a Financial futures.
|
| 650 |
|
0 |
|a Monte Carlo method.
|
| 710 |
2 |
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|a ebrary, Inc.
|
| 856 |
4 |
0 |
|u http://site.ebrary.com/lib/ucy/Doc?id=10114171
|
| 952 |
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|a CY-NiOUC
|b 5a045d416c5ad14ac1eda303
|c 998a
|d 945l
|e -
|t 1
|x m
|z Books
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