Articles liés à Monte Carlo Methods in Financial Engineering
Synopsis
This book is devoted to the use of Monte Carlo methods in finance and is the first of its kind in this area. It will serve as a reference for practitioners and researchers and will also be suitable as a graduate text for courses on computational finance.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Revue de presse
"Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers ... You will want to have prior knowledge of both the Monte Carlo method and financial engineering. If you do, you will find the book to be a goldmine ... So often, financial engineering texts are very theoretical. This book is not. The Monte Carlo method serves as a unifying theme that motivates practical discussions of how to implement real models on real trading floors. You will learn plenty of financial engineering amidst these pages. The writing is a pleasure to read. Topics are timely and relevant. Glasserman's is a must-have book for financial engineers." --Glyn Holton, Contingency AnalysisMathematical Reviews, 2004
"To keep it short, let me summarize the recension in one phrase: Paul Glausserman s book is a strong buy for everybody in the financial community. ... one gets 596 pages full of valuable information on all aspects of Monte Carlo simulation. ... Altogether, I can encourage everyone interested in Monte Carlo methods in finance to read the book. It is very well written ... comes with a carefully selected bibliography (358 references) and a helpful index, thus making it really worth the buy." --Ralf Werner, OR Spectrum Operations Research Spectrum, Issue 27, 2005
"The publication of this book is an important event in computational finance. For many years, Monte Carlo methods have been successfully applied to solve diverse problems in financial mathematics. By publishing this book the author deserves much credit for a very good attempt to lift such applications to a new level. ... the book may well become a major reference in the field of applications of Monte Carlo methods in financial engineering. This is because the book is well structured and well written ... ." --A Zhigljavsky, Journal of the Operational Research Society, Vol. 57, 2006
Présentation de l'éditeur
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [ . . . ] So often, financial engineering texts are very theoretical. This book is not" -Glyn Holton, Contingency Analysis
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurSpringer
- Date d'édition2010
- ISBN 10 1441918221
- ISBN 13 9781441918222
- ReliureBroché
- Langueanglais
- Numéro d'édition1
- Nombre de pages612
- Coordonnées du fabricantnon disponible
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MONTE CARLO METHODS IN FINANCIAL ENGINEE
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
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Springer, 2010
ISBN 10 : 1441918221
ISBN 13 : 9781441918222
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
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Monte Carlo Methods in Financial Engineering
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Springer New York Nov 2010, 2010
ISBN 10 : 1441918221
ISBN 13 : 9781441918222
Neuf
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -From the reviews: 'Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [.] So often, financial engineering texts are very theoretical. This book is not.' --Glyn Holton, Contingency Analysis 612 pp. Englisch. N° de réf. du vendeur 9781441918222
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Monte Carlo Methods in Financial Engineering
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Springer New York, 2010
ISBN 10 : 1441918221
ISBN 13 : 9781441918222
Neuf
Couverture souple
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Etat : New. From the reviews: Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [.] So ofte. N° de réf. du vendeur 4172398
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
Vendeur : Chiron Media, Wallingford, Royaume-Uni
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Paperback. Etat : New. N° de réf. du vendeur 6666-IUK-9781441918222
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Monte Carlo Methods in Financial Engineering
Edité par
Springer New York, Springer US Nov 2010, 2010
ISBN 10 : 1441918221
ISBN 13 : 9781441918222
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
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Taschenbuch. Etat : Neu. Neuware -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.'Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 612 pp. Englisch. N° de réf. du vendeur 9781441918222
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Monte Carlo Methods in Financial Engineering
Edité par
Springer New York, Springer US, 2010
ISBN 10 : 1441918221
ISBN 13 : 9781441918222
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.'. N° de réf. du vendeur 9781441918222
Quantité disponible : 2 disponible(s)
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Monte Carlo Methods in Financial Engineering
Edité par
Springer-Verlag New York Inc., 2010
ISBN 10 : 1441918221
ISBN 13 : 9781441918222
Neuf
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Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
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Paperback / softback. Etat : New. New copy - Usually dispatched within 3 working days. 876. N° de réf. du vendeur B9781441918222
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
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