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 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
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 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
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 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|