 |
|
|
Item Details
| Title:
|
MONTE CARLO SIMULATION WITH APPLICATIONS TO FINANCE
|
| By: |
Hui Wang |
| Format: |
Electronic book text |
| List price:
|
£61.99 |
|
We believe that this item is permanently unavailable, and so we cannot source
it.
|
|
|
|
|
|
| ISBN 10: |
1466566906 |
| ISBN 13: |
9781466566903 |
| Publisher: |
TAYLOR & FRANCIS INC |
| Pub. date: |
22 May, 2012 |
| Series: |
Chapman and Hall/CRC Financial Mathematics Series |
| Pages: |
292 |
| Synopsis: |
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 (R) coding exercises that are designed in a progressive manner so that no prior experience with MATLAB is needed. |
| Illustrations: |
47 Tables, black and white; 22 Illustrations, black and white |
| Publication: |
US |
| Imprint: |
Chapman & Hall/CRC |
| Returns: |
Non-returnable |
|
|
|
 |
|
|
|
|
|
Little Worried Caterpillar (PB)
Little Green knows she''s about to make a big change - transformingfrom a caterpillar into a beautiful butterfly. Everyone is VERYexcited! But Little Green is VERY worried. What if being a butterflyisn''t as brilliant as everyone says?Join Little Green as she finds her own path ... with just a littlehelp from her friends.
|
|
All the Things We Carry PB
What can you carry?A pebble? A teddy? A bright red balloon? A painting you''ve made?A hope or a dream?This gorgeous, reassuring picture book celebrates all the preciousthings we can carry, from toys and treasures to love and hope. With comforting rhymes and fabulous illustrations, this is a warmhug of a picture book.
|
|
|
|