Monte Carlo simulation and finance Mcleish, Don L.

By: Mcleish, Don L
Material type: TextTextSeries: Wiley Finance ServicesPublisher: New Jersey John Wiley & Sons, Inc. 2005Description: xi, 387 p.ISBN: 9780471677789Subject(s): Financial futures | Monte Carlo method | Options (Finance)DDC classification: 332.645 Summary: Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi-Monte Carlo methods can help solve and the different ways Monte Carlo methods can be improved upon. This state-of-the-art book on Monte Carlo simulation methods is ideal for finance professionals and students.
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Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi-Monte Carlo methods can help solve and the different ways Monte Carlo methods can be improved upon. This state-of-the-art book on Monte Carlo simulation methods is ideal for finance professionals and students.

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