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100   $a20180611d2012      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aMonte carlo simulation with applications to finance /$fby Hui Wang
205   $aFirst edition.
210  1$aBoca Raton, FL :$cChapman and Hall/CRC, an imprint of Taylor and Francis,$d2012.
215   $a1 online resource (291 p.)
225 1 $aChapman and Hall/CRC Financial Mathematics Series
300   $aDescription based upon print version of record.
311   $a1-4665-6690-6 
320   $aIncludes bibliographical references.
327   $aFront Cover; Preface; Contents; 1. Review of Probability; 2. Brownian Motion; 3. Arbitrage Free Pricing; 4. Monte Carlo Simulation; 5. Generating Random Variables; 6. Variance Reduction Techniques; 7. Importance Sampling; 8. Stochastic Calculus; 9. Simulation of Diffusions; 10. Sensitivity Analysis; A. Multivariate Normal Distributions; B. American Option Pricing; C. Option Pricing Formulas; Bibliography
330 3 $aDeveloped from the author?s course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applications to Finance provides a self-contained introduction to Monte Carlo methods in financial engineering. It is suitable for advanced undergraduate and graduate students taking a one-semester course or for practitioners in the financial industry.
410  0$aChapman & Hall/CRC financial mathematics series.
606   $aFinance$xMathematical methods
606   $aMonte Carlo method
615  0$aFinance$xMathematical methods.
615  0$aMonte Carlo method.
676   $a332.01/518282
686   $aBUS027000$aMAT000000$aMAT029000$2bisacsh
700   $aWang$b Hui$0426970
801  0$bFlBoTFG
801  1$bFlBoTFG
906   $aBOOK
912   $a9910792137903321
996   $aMonte carlo simulation with applications to finance$93860274
997   $aUNINA