Recomienda este artículo a tus amigos:
Monte Carlo Simulation with Applications to Finance Hui Wang 1.º edición
Pedido desde almacén remoto
Nuestros clientes opinan:
También disponible como:
Monte Carlo Simulation with Applications to Finance
Hui Wang
Developed from the author?s course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applications to Finance provides a self-contained introduction to Monte Carlo methods in financial engineering. It is suitable for advanced undergraduate and graduate students taking a one-semester course or for practitioners in the financial industry.
The author first presents the necessary mathematical tools for simulation, arbitrary free option pricing, and the basic implementation of Monte Carlo schemes. He then describes variance reduction techniques, including control variates, stratification, conditioning, importance sampling, and cross-entropy. The text concludes with stochastic calculus and the simulation of diffusion processes.
Only requiring some familiarity with probability and statistics, the book keeps much of the mathematics at an informal level and avoids technical measure-theoretic jargon to provide a practical understanding of the basics. It includes a large number of examples as well as MATLAB® coding exercises that are designed in a progressive manner so that no prior experience with MATLAB is needed.
292 pages
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 5 de septiembre de 2019 |
| ISBN13 | 9780367381356 |
| Editores | Taylor & Francis Ltd |
| Páginas | 292 |
| Dimensiones | 234 × 155 × 25 mm · 466 g |
| Lengua | Inglés |
| Editor | Wang, Hui |
Mas por Hui Wang
Mostrar todo![Cover for Hui Wang · Discursive Mediation in Translation: Living History and its Chinese Translations (Paperback Book) [2022 edition] (2023)](https://imusic.b-cdn.net/images/item/original/996/9789811940996.jpg?hui-wang-2023-discursive-mediation-in-translation-living-history-and-its-chinese-translations-paperback-book&class=scaled&v=1750186024)
![Cover for Hui Wang · Subjektivitaet Und Objektivitaet in Der Rechtsanwendung - Europaeische Hochschulschriften Recht (Paperback Book) [German edition] (2013)](https://imusic.b-cdn.net/images/item/original/067/9783631640067.jpg?hui-wang-2013-subjektivitaet-und-objektivitaet-in-der-rechtsanwendung-europaeische-hochschulschriften-recht-paperback-book&class=scaled&v=1546735406)
Mere med samme udgiver
Ver todo de Hui Wang ( Ej. Hardcover Book y Paperback Book )