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Monte carlo simulation with applications to finance / / by Hui Wang
| Monte carlo simulation with applications to finance / / by Hui Wang |
| Autore | Wang Hui |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , 2012 |
| Descrizione fisica | 1 online resource (291 p.) |
| Disciplina | 332.01/518282 |
| Collana | Chapman and Hall/CRC Financial Mathematics Series |
| Soggetto topico |
Finance - Mathematical methods
Monte Carlo method |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-429-09524-4
1-4398-5824-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front 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 |
| Record Nr. | UNINA-9910465192703321 |
Wang Hui
|
||
| Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monte carlo simulation with applications to finance / / by Hui Wang
| Monte carlo simulation with applications to finance / / by Hui Wang |
| Autore | Wang Hui |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , 2012 |
| Descrizione fisica | 1 online resource (291 p.) |
| Disciplina | 332.01/518282 |
| Collana | Chapman and Hall/CRC Financial Mathematics Series |
| Soggetto topico |
Finance - Mathematical methods
Monte Carlo method |
| ISBN |
0-429-09524-4
1-4398-5824-1 |
| Classificazione | BUS027000MAT000000MAT029000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front 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 |
| Record Nr. | UNINA-9910792137903321 |
|
Wang Hui
|
||
| Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monte carlo simulation with applications to finance / / by Hui Wang
| Monte carlo simulation with applications to finance / / by Hui Wang |
| Autore | Wang Hui |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , 2012 |
| Descrizione fisica | 1 online resource (291 p.) |
| Disciplina | 332.01/518282 |
| Collana | Chapman and Hall/CRC Financial Mathematics Series |
| Soggetto topico |
Finance - Mathematical methods
Monte Carlo method |
| ISBN |
0-429-09524-4
1-4398-5824-1 |
| Classificazione | BUS027000MAT000000MAT029000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front 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 |
| Record Nr. | UNINA-9910819328703321 |
|
Wang Hui
|
||
| Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||