عنوان
پدید آورنده
موضوع
رده
HG 6024.3 .M357 2005
HG
6024
.
3
.
M357
2005
کتابخانه
محل استقرار
OTHER STANDARD IDENTIFIER
Standard Number
electronic
TITLE AND STATEMENT OF RESPONSIBILITY
First Statement of Responsibility
McLeish, D. L.
Title Proper
Monte Carlo simulation and finance
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hoboken, NJ
Name of Publisher, Distributor, etc.
J. Wiley
Date of Publication, Distribution, etc.
2005
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xi, 387 p. : ill. ; 24 cm
SERIES
Series Title
Wiley finance series
GENERAL NOTES
Text of Note
Includes bibliographical references )p. 375-381( and index
NOTES PERTAINING TO TITLE AND STATEMENT OF RESPONSIBILITY
Text of Note
Don L. McLeish
CONTENTS NOTE
Text of Note
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
TOPICAL NAME USED AS SUBJECT
Entry Element
، Financial futures
Entry Element
، Monte Carlo method
Entry Element
، Options )Finance(
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG
6024
.
3
.
M357
2005
PERSONAL NAME - PRIMARY RESPONSIBILITY
Relator Code
AU
TI
SE
