Monte Carlo simulation and finance:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, NJ
J. Wiley
2005
|
| Series: | Wiley finance series
|
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | Includes bibliographical references (pages 375-381) and index 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 Annotation Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi & ndash;Monte Carlo methods can help solve and the different ways Monte Carlo methods can be improved upon. This state & ndash;of & ndash;the & ndash;art book on Monte Carlo simulation methods is ideal for finance professionals and students. Order your copy today |
| Physical Description: | 1 Online-Ressource (xi, 387 pages) |
| ISBN: | 0471731773 9780471731771 |
Staff View
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| 490 | 0 | |a Wiley finance series | |
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| 500 | |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 | ||
| 500 | |a Annotation Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi & ndash;Monte Carlo methods can help solve and the different ways Monte Carlo methods can be improved upon. This state & ndash;of & ndash;the & ndash;art book on Monte Carlo simulation methods is ideal for finance professionals and students. Order your copy today | ||
| 650 | 4 | |a Marchés à terme d'instruments financiers | |
| 650 | 4 | |a Monte-Carlo, Méthode de | |
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Record in the Search Index
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| author | McLeish, Don L. |
| author_facet | McLeish, Don L. |
| author_role | aut |
| author_sort | McLeish, Don L. |
| author_variant | d l m dl dlm |
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| bvnumber | BV042967329 |
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| ctrlnum | (OCoLC)228124388 (DE-599)BVBBV042967329 |
| dewey-full | 332.64/5/0151828 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/5/0151828 |
| dewey-search | 332.64/5/0151828 |
| dewey-sort | 3332.64 15 6151828 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Electronic eBook |
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| isbn | 0471731773 9780471731771 |
| language | English |
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| physical | 1 Online-Ressource (xi, 387 pages) |
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| spelling | McLeish, Don L. Verfasser aut Monte Carlo simulation and finance Don L. McLeish Hoboken, NJ J. Wiley 2005 1 Online-Ressource (xi, 387 pages) txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes bibliographical references (pages 375-381) and index 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 Annotation Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi & ndash;Monte Carlo methods can help solve and the different ways Monte Carlo methods can be improved upon. This state & ndash;of & ndash;the & ndash;art book on Monte Carlo simulation methods is ideal for finance professionals and students. Order your copy today Marchés à terme d'instruments financiers Monte-Carlo, Méthode de Options (Finances) BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Financial futures fast Monte Carlo method fast Options (Finance) fast Financieel management gtt Simulatiemodellen gtt Monte Carlo-methode gtt Wirtschaft Financial futures Monte Carlo method Options (Finance) Investitionsentscheidung (DE-588)4162244-3 gnd rswk-swf Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf Investitionsentscheidung (DE-588)4162244-3 s Monte-Carlo-Simulation (DE-588)4240945-7 s 1\p DE-604 Erscheint auch als Druck-Ausgabe, Hardcover 0-471-67778-7 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=131929 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | McLeish, Don L. Monte Carlo simulation and finance Marchés à terme d'instruments financiers Monte-Carlo, Méthode de Options (Finances) BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Financial futures fast Monte Carlo method fast Options (Finance) fast Financieel management gtt Simulatiemodellen gtt Monte Carlo-methode gtt Wirtschaft Financial futures Monte Carlo method Options (Finance) Investitionsentscheidung (DE-588)4162244-3 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd |
| subject_GND | (DE-588)4162244-3 (DE-588)4240945-7 |
| title | Monte Carlo simulation and finance |
| title_auth | Monte Carlo simulation and finance |
| title_exact_search | Monte Carlo simulation and finance |
| title_full | Monte Carlo simulation and finance Don L. McLeish |
| title_fullStr | Monte Carlo simulation and finance Don L. McLeish |
| title_full_unstemmed | Monte Carlo simulation and finance Don L. McLeish |
| title_short | Monte Carlo simulation and finance |
| title_sort | monte carlo simulation and finance |
| topic | Marchés à terme d'instruments financiers Monte-Carlo, Méthode de Options (Finances) BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Financial futures fast Monte Carlo method fast Options (Finance) fast Financieel management gtt Simulatiemodellen gtt Monte Carlo-methode gtt Wirtschaft Financial futures Monte Carlo method Options (Finance) Investitionsentscheidung (DE-588)4162244-3 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd |
| topic_facet | Marchés à terme d'instruments financiers Monte-Carlo, Méthode de Options (Finances) BUSINESS & ECONOMICS / Investments & Securities / General Financial futures Monte Carlo method Options (Finance) Financieel management Simulatiemodellen Monte Carlo-methode Wirtschaft Investitionsentscheidung Monte-Carlo-Simulation |
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