Monte Carlo : methodologies and applications for pricing and risk management
Year of publication: |
1998
|
---|---|
Other Persons: | Dupire, Bruno (contributor) |
Publisher: |
London : Risk |
Subject: | Optionspreistheorie | Risikomanagement | Monte-Carlo-Simulation | Aufsatzsammlung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | XVIII, 348 S. : graph. Darst. |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 1-899322-86-3 ; 1-899332-91-X |
Classification: | Methoden und Techniken der Betriebswirtschaft ; Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
Source: |
-
Quantitative modeling of derivative securities : from theory to practice
Avellaneda, Marco, (2000)
-
Die stochastische Methode der finiten Elemente und Anwendungen bei der Bewertung von Finanzderivaten
Look, Stefan, (1999)
-
Nichtparametrische Optionsbewertung
Herrmann, Ralf, (1999)
- More ...
-
Monte Carlo : methodologies and applications for pricing and risk management
Dupire, Bruno, (1998)
-
25 years of local volatility and beyond
Dupire, Bruno, (2023)
-
Dupire, Bruno, (2009)
- More ...