Monte Carlo Simulation And Finance - Couverture rigide

McLeish, Don L.

Couverture rigide

ISBN 10 : 0471677787 ISBN 13 : 9780471677789

Editeur : John Wiley & Sons Inc, 2005

Synopsis

Book by McLeish Don L

A propos du livre

Quatrième de couverture

Praise for MONTE CARLO SIMULATION & FINANCE

"Dr. McLeish′s clear exposition of simulation methods and their application to a wide variety of practical financial problems, along with the enlightening exercise problems, make this text perfectly suited for use at both the senior undergraduate and graduate levels. As a reference, this refreshing volume will be a handy aid for researchers and practitioners in constructing complex financial simulations and in using sound, statistical techniques to evaluate the output. This book is a valuable and important contribution to an increasingly vital area of quantitative finance."
R. Mark Reesor, SHARCNet Research Chair in Financial Mathematics Department of Applied Mathematics, University of Western Ontario

"This book fills an important niche in a rapidly growing and very topical subject area. Both teachable and highly readable, this book is pitched at just the right level for anyone seeking to learn about this subject. The thoughtful choice of topics covered is greatly enhanced by very useful sets of exercises appearing at the back of each chapter."
Andrey Feuerverger, Professor of Statistics and Instructor in the Mathematical Finance Program University of Toronto

"Excellent source of information on topics rarely covered elsewhere. The book not only explicates Monte Carlo techniques but also is full of stimulating insights that reflect the wealth of experience Don McLeish has in statistical methods."
Adam Kolkiewicz, Associate Professor Department of Statistics and Actuarial Science, University of Waterloo

Biographie de l'auteur

DON L. McLEISH is Professor of Statistics and Actuarial Science at the University of Waterloo. His research has focused on probability, statistical methods and models in general, and their application to financial data, including wide–tail alternatives to the normal distribution and the consequences for derivatives and asset pricing. He has contributed to the application of Monte Carlo techniques, variance reduction, and stochastic calculus to problems in finance, and is cofounder of the University of Waterloo′s Center for Advance Studies in Finance. McLeish is also coauthor, with C.G. Small, of The Theory and Application of Statistical Inference Functions and Hilbert Space Methods in Probability and Statistical Inference (Wiley).

Détails de l'édition

• Éditeur: John Wiley & Sons Inc
• Date d'édition: 2005
• Langue: anglais
• ISBN 10: 0471677787
• ISBN 13: 9780471677789
• Reliure: Relié
• Nombre de pages: 387
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible