English
Deutsch
Français
简体中文
繁體中文
Categories
Study
Novel
Nonfiction
Health
Tutorial
Entertainment
Business
Magazine
Arts & Design
Audiobooks & Video Training
Cultures & Languages
Family & Home
Law & Politics
Lyrics & Music
Software Related
eBook Torrents
Uncategorized
Share With Friends
Archive by Date
2012-08-05
2012-08-04
2012-08-03
2012-08-02
2012-08-01
2012-07-31
2012-07-30
2012-07-29
2012-07-28
Search Tag
Newest
Methods for Finding Zeros in Polynomials
Lectures on Stochastic Flows and Applications
Educational Psychology by Edward L. Thorndike
The Last Days of Tolstoy by V. G. Chertkov
Globalization and Responsibility
Lectures on Siegel Modular Forms and Representation by Quadratic Forms
Lectures on Topics In One-Parameter Bifurcation Problems
History of the Incas by Pedro Sarmiento de Gamboa
Linear Algebra: Theorems and Applications
Lectures on Stochastic Differential Equations and Malliavin Calculus
A Short Biographical Dictionary of English Literature
Lectures on Sieve Methods and Prime Number Theory
Dollars and Sense by William Crosbie Hunter
The Theory of the Theatre by Clayton Hamilton
The Mathematics of Investment
Occupiers of Wall Street: Losers or Game Changers
The Solution of the Pyramid Problem
Lectures on Moduli of Curves
Walden by Henry David Thoreau
Useful Links
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
Posted on 2010-04-13
|  |
Author: Paul Glasserman
Publisher: Springer (2003) Binding: Hardcover, 602 pages pricer: $69.95 ISBN-10: 0387004513 editorialreviews Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques. This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios. The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential. The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry. Mathematical Reviews, 2004: "... this book is very comprehensive, up-to-date and useful tool for those who are interested in implementing Monte Carlo methods in a financial context." checked
Rating:
2.5 out of 5 by Book123 |
| Download Links | |
| Server | Status |
|---|---|
| Direct Download Link 1 | Alive |
| Direct Download Link 2 | Alive |
| Download Link (Download Link 1) | Alive |
|
Buy This Book at Best Price >> | |
Related Articles
 | Business Monte Carlo Methods in Financial Engineering ?Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)?Paul Glasserman | Springer | ISBN: 0387004513 | 1 edition (July 8, 2005) | 602 pages | PDF | 13 Mb Monte Carlo simulation has become an essential t ... |
 | Science/Engineering Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability) Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability)Springer | ISBN 038730679X | 2007-07-27 | PDF | 482 pages | 6.6 MBSampling-based computational methods have become a fundamental part of the numeri ... |
 | Economics/Finances Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability) Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability): Peter E. Kloeden, Eckhard Platen Springer | ISBN: 3540540628 | 2000-11-28 | PDF (OCR) | 636 pages | 5.55 Mb The numerical analysis of s ... |
 | Science/Engineering Average-Cost Control of Stochastic Manufacturing Systems (Stochastic Modelling and Applied Probability) Average-Cost Control of Stochastic Manufacturing Systems (Stochastic Modelling and Applied Probability) Springer | March 29, 2005 | ISBN-10: 0387219471 | 324 pages | PDF | 1.82 mbMost manufacturing systems are large, complex, and operate i ... |
 | Science/Engineering Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability) Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability) Springer | July 17, 2003 | ISBN-10: 0387008942 | 474 pages | PDF | 2.65 mbThe book presents a thorough development of the mod ... |
 | Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) Author: Marek Rutkowski, Marek MusielaPublisher: Springer (2008)Binding: Hardcover, 636 pagespricer: $95.00ISBN-10: 3540209662editorialreviewsIn the 2nd edition some sections of Part I are omitted for better readability, and a brand new cha ... |
Comments (0)
