Monte Carlo simulation and finance
Don L. McLeish
| Year of publication: |
c2005
|
|---|---|
| Authors: | McLeish, Don L. |
| Other Persons: | McLeish, Don L. (contributor) |
| Publisher: |
Hoboken, NJ : Wiley |
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Finanzanalyse | Financial analysis | Derivat | Derivative | Optionsanleihe | Warrant bond | Futures | Investitionsentscheidung |
| Description of contents: | Table of Contents [loc.gov] ; Description [loc.gov] ; Description [loc.gov] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XI, 387 S graph. Darst 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Bibliografie enthalten ; Bibliography included ; Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Includes bibliographical references (p. 375-381) and index Some basic theory of finance -- Basic Monte Carlo methods -- Variance reduction techniques -- Simulating the value of options -- Quasi-Monte Carlo multiple integration -- Estimation and calibration -- Sensitivity analysis, estimating derivatives and the Greeks -- Other methods and conclusions |
| ISBN: | 0-471-67778-7 ; 978-0-471-67778-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002421297