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1 |
4 |
|a McLeish, Don L.
|
| 245 |
0 |
0 |
|a Monte Carlo simulation and finance/
|c Don L. McLeish
|
| 260 |
0 |
0 |
|a Hoboken, NJ:
|b J. Wiley,
|c 2005
|
| 300 |
0 |
0 |
|a xi, 387 p. :
|b ill., diagr., pls ;
|c 24 cm.
|
| 504 |
0 |
0 |
|a Includes bibliographical references (p. 375-381) and index
|
| 504 |
1 |
0 |
|a Includes bibliographical references (p. 375-381) and index
|
| 505 |
1 |
0 |
|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 |
1 |
0 |
|a Financial futures
|
| 650 |
1 |
0 |
|a Monte Carlo method
|
| 650 |
1 |
0 |
|a Options (Finance)
|
| 650 |
1 |
0 |
|a Financial futures
|
| 650 |
1 |
0 |
|a Monte Carlo method
|
| 650 |
1 |
0 |
|a Options (Finance)
|
| 952 |
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