Link to the ebook : https://link-springer-com.ezproxy.univ-catholille.fr/book/10...

eISBN : 978-0-387-21617-1

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 : Electronic

Statement : Présent

Owner : Bibliothèque