Paul Glasserman – Monte Carlo Methods in Financial Engineering
Paul Glasserman – Monte Carlo Methods in Financial Engineering
Digital Download: You will receive a download link via your order email after successful payment
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.
Original price was: $50.00.$20.00Current price is: $20.00.
60% Off
Secure Payments
Pay with the worlds payment methods.
Discount Available
Covers payment and purchase gifts.
100% Money-Back Guarantee
Need Help?
(484) 414-5835
Share Our Wines With Your Friends & Family
Description
Monte Carlo Methods in Financial Engineering
The Springer edition was published on August 7, 2003 The language is English. The number is # 10 It’s # 13 and it’s ISBN: 0387004518.
Monte Carlo simulation has become an essential tool in risk management. Research into new Monte Carlo methods has been stimulated by these applications.
The book uses simulation as a vehicle for presenting models and ideas from financial engineering and develops the use of Monte Carlo methods in finance. It is divided into three parts. The first part develops the basics of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several important models used in financial engineering. Techniques for improving simulation accuracy and efficiency are described in the next part. Estimating price sensitivities, valuing American options, and measuring market risk and credit risk are some of the topics addressed in the final third of the book.
Knowledge of the mathematical tools used to specify and analyze continuous-time models in finance is the most important prerequisite. Exposure to the basic principles of option pricing is not essential.
The book was written for graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry.
-
There are foundations.
Pages 1-38
Glasserman, Paul.
-
Random numbers and random variables are generated.
Pages 39-77
Glasserman, Paul.
-
Sample paths can be generated.
There are pages in this book.
Glasserman, Paul.
-
There are reduction techniques.
Pages 185-279.
Glasserman, Paul.
-
Quasi-Monte Carlo.
There are 281 pages.
Glasserman, Paul.
-
Discretization methods are used.
There are pages in this book.
Glasserman, Paul.
-
Estimating strengths and weaknesses.
There are 377 pages.
Glasserman, Paul.
-
Pricing American options.
There are 423 pages in this book.
Glasserman, Paul.
-
There are applications in risk management.
Pages 481-537.
Glasserman, Paul.
You can get a free download of Paul Glasserman – Monte Carlo Methods in Financial Engineering.
Delivery Method
Table of contents (9 chapters)
– After your purchase, you’ll see a View your orders link which goes to the Downloads page. Here, you can download all the files associated with your order.
– Downloads are available once your payment is confirmed, we’ll also send you a download notification email separate from any transaction notification emails you receive from nextskillup.com .
– Since it is a digital copy, our suggestion is to download and save it to your hard drive. In case the link is broken for any reason, please contact us and we will resend the new download link.
– If you cannot find the download link, please don’t worry about that. We will update and notify you as soon as possible at 8:00 AM – 8:00 PM (UTC 8).
Thank You For Shopping With Us!
OUR BEST COLLECTION OF COURSES AND BOOKS
Reviews
There are no reviews yet.