عنوان
پدید آورنده
موضوع
رده
HG6024.3 .M357 2005
HG6024
.
3
.
M357
2005
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0471677787
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
EB21067
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Monte Carlo simulation and finance
General Material Designation
[Electronic Resource]
First Statement of Responsibility
/ Don L. McLeish
.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)
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
e
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
ng
Text of Note
Includes bibliographical references (p. 375-381) and index.
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
Financial futures
Monte Carlo method
Options (Finance)
DEWEY DECIMAL CLASSIFICATION
Number
332
.
64
.
5
0151828
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG6024
.
3
Book number
.
M357
2005
PERSONAL NAME - PRIMARY RESPONSIBILITY
McLeish, Don L.
ORIGINATING SOURCE
Country
ایران
ELECTRONIC LOCATION AND ACCESS
Host name
0471677787.pdf
Access number
محرمانه
Compression information
محرمانه
Date and Hour of Consultation and Access
0471677787.pdf
Bits per second
0
Electronic Format Type
متن
old catalog
e
BL
1
a
Y
