Monte Carlo Methods in Finance

Note moyenne 4,36
( 11 avis fournis par GoodReads )
 
9780471497417: Monte Carlo Methods in Finance

An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available. The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Quatrième de couverture :

"There is no book on the market to compare with Dr Jäckel′s. All the techniques, the tricks, the pitfalls of this important methodology are covered in detail and with great insight. This is no book on abstract theory, Dr Jäckel is a practitioner who has implemented every single one of these ideas. He has done all the hard work, so you don′t have to." Paul Wilmott

"Few expert practitioners also have the academic expertise to match Peter Jäckel′s in this area, let alone take the trouble to write a most accessible, comprehensive and yet self contained text. This book is a delight to read and contains a wealth of information that is essential for anyone involved with implementing Monte Carlo methods in finance." Professor Carol Alexander, ISMA Centre, University of Reading, UK

" This book is a very welcome addition to the growing literature on applied quantitative methods in finance. Dr Jäckel has done the field a service in combining both a thorough review of ′standard′ material with techniques that were learned on the job as a quant at top financial institutions." Michael Curran, Quantin′ Leap

Based on the author′s own experience, Monte Carlo Methods in Finance adopts a practical flavour throughout, the emphasis being on financial modelling and derivatives pricing. Numerous real world examples help the reader foster an intuitive grasp of the mathematical and numerical techniques needed to solve particular financial problems. At the same time, the book tries to give a detailed explanation of the theoretical foundations of the various methods and algorithms presented.

Monte Carlo methods have been used in the financial community for many years for addressing complex financial calculations. Recent advances by both practitioners and academic researchers in the area of fast convergence methods, together with the improvements achieved by the manufacturers of computer hardware, make Monte Carlo simulations more and more frequently the method of choice. In this long needed book on modern Monte Carlo methods in finance, Peter Jäckel provides an introduction to many of the leading edge techniques available.

Biographie de l'auteur :

Peter Jäckel currently works at Commerzbank Securities in London as a quant in the front office product development and derivatives modelling group. Prior to that he worked within the NatWest Group/Royal Bank of Scotland Quantitative Research Centre. He started his career in finance with his employment at Nikko Securities′ London operation.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Meilleurs résultats de recherche sur AbeBooks

1.

Peter Jäckel
Edité par Wiley (2002)
ISBN 10 : 047149741X ISBN 13 : 9780471497417
Neuf(s) Couverture rigide Edition originale Quantité : 1
Vendeur
Ergodebooks
(RICHMOND, TX, Etats-Unis)
Evaluation vendeur
[?]

Description du livre Wiley, 2002. Hardcover. État : New. 1St Edition. N° de réf. du libraire DADAX047149741X

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 73,12
Autre devise

Ajouter au panier

Frais de port : EUR 13,12
De Etats-Unis vers France
Destinations, frais et délais

2.

Peter Jäckel
Edité par John Wiley and Sons Ltd, United Kingdom (2002)
ISBN 10 : 047149741X ISBN 13 : 9780471497417
Neuf(s) Edition originale Quantité : 10
Vendeur
The Book Depository US
(London, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre John Wiley and Sons Ltd, United Kingdom, 2002. Mixed media product. État : New. 1. Auflage. 246 x 175 mm. Language: English . Brand New Book. An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available. The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples. N° de réf. du libraire AAH9780471497417

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 95,58
Autre devise

Ajouter au panier

Frais de port : EUR 1,43
De Royaume-Uni vers France
Destinations, frais et délais

3.

Peter Jäckel
Edité par John Wiley and#38; Sons (2002)
ISBN 10 : 047149741X ISBN 13 : 9780471497417
Neuf(s) Quantité : > 20
Vendeur
Books2Anywhere
(Fairford, GLOS, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre John Wiley and#38; Sons, 2002. HRD. État : New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. N° de réf. du libraire FW-9780471497417

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 88,25
Autre devise

Ajouter au panier

Frais de port : EUR 11,93
De Royaume-Uni vers France
Destinations, frais et délais

4.

Peter Jäckel
Edité par Wiley
ISBN 10 : 047149741X ISBN 13 : 9780471497417
Neuf(s) Couverture rigide Quantité : 1
Vendeur
Cloud 9 Books
(West Palm Beach, FL, Etats-Unis)
Evaluation vendeur
[?]

Description du livre Wiley. Hardcover. État : New. 047149741X New Condition. N° de réf. du libraire NEW4.0946775

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 67,57
Autre devise

Ajouter au panier

Frais de port : EUR 37,48
De Etats-Unis vers France
Destinations, frais et délais

5.

Peter Jäckel
Edité par John Wiley and Sons Ltd, United Kingdom (2002)
ISBN 10 : 047149741X ISBN 13 : 9780471497417
Neuf(s) Quantité : 10
Vendeur
The Book Depository
(London, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre John Wiley and Sons Ltd, United Kingdom, 2002. Mixed media product. État : New. 246 x 175 mm. Language: English . Brand New Book. An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available. The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples. N° de réf. du libraire AAH9780471497417

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 104,55
Autre devise

Ajouter au panier

Frais de port : EUR 1,43
De Royaume-Uni vers France
Destinations, frais et délais

6.

Peter Jäckel
Edité par John Wiley and Sons
ISBN 10 : 047149741X ISBN 13 : 9780471497417
Neuf(s) Quantité : > 20
Vendeur
INDOO
(Avenel, NJ, Etats-Unis)
Evaluation vendeur
[?]

Description du livre John Wiley and Sons. État : New. Brand New. N° de réf. du libraire 047149741X

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 95,11
Autre devise

Ajouter au panier

Frais de port : EUR 14,06
De Etats-Unis vers France
Destinations, frais et délais

7.

Peter Jäckel
Edité par John Wiley and Sons Inc (2002)
ISBN 10 : 047149741X ISBN 13 : 9780471497417
Neuf(s) Quantité : 6
Vendeur
Paperbackshop-US
(Commerce, GA, Etats-Unis)
Evaluation vendeur
[?]

Description du livre John Wiley and Sons Inc, 2002. HRD. État : New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. N° de réf. du libraire VW-9780471497417

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 95,25
Autre devise

Ajouter au panier

Frais de port : EUR 14,06
De Etats-Unis vers France
Destinations, frais et délais

8.

Peter Jäckel
Edité par John Wiley and Sons Ltd
ISBN 10 : 047149741X ISBN 13 : 9780471497417
Neuf(s) Couverture rigide Quantité : 10
Vendeur
THE SAINT BOOKSTORE
(Southport, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre John Wiley and Sons Ltd. Hardback. État : new. BRAND NEW, Monte Carlo Methods in Finance, Peter Jackel, An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available. The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples. N° de réf. du libraire B9780471497417

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 101,60
Autre devise

Ajouter au panier

Frais de port : EUR 8,29
De Royaume-Uni vers France
Destinations, frais et délais

9.

Peter Jäckel
ISBN 10 : 047149741X ISBN 13 : 9780471497417
Neuf(s) Quantité : 1
Vendeur
Castle Rock
(Pittsford, NY, Etats-Unis)
Evaluation vendeur
[?]

Description du livre État : Brand New. Book Condition: Brand New. N° de réf. du libraire 97804714974171.0

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 88,13
Autre devise

Ajouter au panier

Frais de port : EUR 23,43
De Etats-Unis vers France
Destinations, frais et délais

10.

Peter Jäckel
Edité par Wiley (2002)
ISBN 10 : 047149741X ISBN 13 : 9780471497417
Neuf(s) Couverture rigide Quantité : 1
Vendeur
Irish Booksellers
(Rumford, ME, Etats-Unis)
Evaluation vendeur
[?]

Description du livre Wiley, 2002. Hardcover. État : New. book. N° de réf. du libraire 047149741X

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 103,87
Autre devise

Ajouter au panier

Frais de port : EUR 8,44
De Etats-Unis vers France
Destinations, frais et délais

autres exemplaires de ce livre sont disponibles

Afficher tous les résultats pour ce livre