Finance with Monte Carlo

• Κύριος συγγραφέας: Shonkwiler, Ronald W. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Springer, 2013.
• Σειρά: Springer Undergraduate Texts in Mathematics and Technology,
• Θέματα: Mathematics.; Economics, Mathematical.; Numerical analysis.; Mathematical models.; Probabilities.; Quantitative Finance.; Mathematical Modeling and Industrial Mathematics.; Probability Theory and Stochastic Processes.; Numerical Analysis.

This text introduces upper division undergraduate/beginning graduate students in mathematics, finance, or economics, to the core topics of a beginning course in finance/financial engineering. Particular emphasis is placed on exploiting the power of the Monte Carlo method to illustrate and explore fi...