Français
Monte Carlo methods in financial engineering.
Appartenance & droits
2004
596
212.53-GLASS
PROBABILITIES ; STATISTICS ; STOCHASTIC PROCESS ; FINANCIAL MATHEMATICS ; NUMERICAL ANALYSIS ; FINANCIAL RISK
Number of copies : 2
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [not for loan] | |||
| 2 | [available] |
ISBN 13 : 978-0387004518
Contents : Contents
1 - Foundations
2 - Generating Random Numbers and Random Variables
3 - Generating Sample Paths
4 - Variance Reduction Techniques
5 - Quasi-Monte Carlo Methods
6 - Discretization Methods
7 - Estimating Sensitivities
8 - Pricing American Options
9 - Applications in Risk Management
Appendix
Language : English
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque