Inicio Monte Carlo Simulation and Finance de Don L. McLeish (ISBN: 9780471677789)

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Monte Carlo Simulation and Finance Tapa dura - 2005 - 1st Edición

Name: Monte Carlo Simulation and Finance
Price: 74.21 USD
Availability: InStock
Author: McLeish, Don L
ISBN: 9780471677789

de Don L. McLeish

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Información de la editorial

Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi-Monte Carlo methods can help solve and the different ways Monte Carlo methods can be improved upon.

This state-of-the-art book on Monte Carlo simulation methods is ideal for finance professionals and students. Order your copy today.

Primera línea

Experience, how much and of what, is a valuable commodity.

Detalles

Título Monte Carlo Simulation and Finance
Autor Don L. McLeish
Encuadernación Tapa dura
Número de edición 1st
Edición 1
Páginas 387
Volúmenes 1
Idioma ENG
Editorial Wiley, New Jersey
Fecha de publicación April 1, 2005
Ilustrado Sí
ISBN 9780471677789 / 0471677787
Peso 1.5 libras (0.68 kg)
Dimensiones 9.4 x 6.8 x 1.2 pulgadas (23.88 x 17.27 x 3.05 cm)
Library of Congress subjects Options (Finance), Financial futures
Número de catálogo de la Librería del Congreso de EEUU 2004025812
Dewey Decimal Code 332.645

Acerca del autor

DON L. McLEISH is Professor of Statistics and Actuarial Science at the University of Waterloo. His research has focused on probability, statistical methods and models in general, and their application to financial data, including wide-tail alternatives to the normal distribution and the consequences for derivatives and asset pricing. He has contributed to the application of Monte Carlo techniques, variance reduction, and stochastic calculus to problems in finance, and is cofounder of the University of Waterloo's Center for Advance Studies in Finance. McLeish is also coauthor, with C.G. Small, of The Theory and Application of Statistical Inference Functions and Hilbert Space Methods in Probability and Statistical Inference (Wiley).

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