图书标签: 金融 quant 金融数学 Finance 数学 monte-carlo 非虚构类 金融工程
发表于2024-11-08
Monte Carlo Methods in Finance pdf epub mobi txt 电子书 下载 2024
An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available. The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples.
作者原来在RBS 伦敦,现在在ABN Amro伦敦。这本书太实用了!用MC的都应该有一本。
评分作者原来在RBS 伦敦,现在在ABN Amro伦敦。这本书太实用了!用MC的都应该有一本。
评分作者原来在RBS 伦敦,现在在ABN Amro伦敦。这本书太实用了!用MC的都应该有一本。
评分作者原来在RBS 伦敦,现在在ABN Amro伦敦。这本书太实用了!用MC的都应该有一本。
评分作者原来在RBS 伦敦,现在在ABN Amro伦敦。这本书太实用了!用MC的都应该有一本。
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Monte Carlo Methods in Finance pdf epub mobi txt 电子书 下载 2024