Related Books
Language: en
Pages: 354
Pages: 354
Type: BOOK - Published: 2011-11-21 - Publisher: John Wiley & Sons
Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerica
Language: en
Pages: 294
Pages: 294
Type: BOOK - Published: 2012-05-22 - Publisher: CRC Press
Developed from the author’s course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applications to Finance provides a self-containe
Language: en
Pages: 603
Pages: 603
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to
Language: en
Pages: 620
Pages: 620
Type: BOOK - Published: 2014-06-20 - Publisher: John Wiley & Sons
An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and compre
Language: en
Pages: 1310
Pages: 1310
Type: BOOK - Published: 2019-10-29 - Publisher: World Scientific
This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models
