Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)

作者: Paul Glasserman
ISBN: 9780387004518
页数: 596
定价: USD 69.95
出版社: Springer
装帧: Hardcover
出版年: 2003-08-01

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简介   · · · · · · 

　　Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques. This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas ... (展开全部) 　　

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金融工程(8)  Finance(7)  monte(6)  数学(5)  quantitative(5)  carlo(5)  quant(3)  经济(2)  

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书评  · · · · · · 
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  • 实例很多，非常好的书

  • 矿工
  • 矿工  

    作者是哥大有名的教授，书中实例很多，从简单的原理讲起，到复杂的衍生品定价和风险管理，读完后让人对Monte Carlo有了更深刻的认识。最强的是作者给了很多程序上的指导，让读者很容易上手编写程序。http://www.QuantHR.com/bbs...... (1回应)

    2007-05-30    

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