【预订】Simulation and Monte Carlo: With Applications in Finance 美国库房发货，通常付款后3-5周到货！

¥896.00

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Dagpunar, J. S. /1988-08-08 /John Wiley Sons

海外直订Simulation and Monte Carlo: With Applications in Finance

¥834.00

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Dagpunar, J. S. /2007-02-28 /Wiley

3-6周达 Simulation and Monte Carlo: With Applications in Finan 【全球购】进口原版图书，预计3-6周左右到国内

¥789.00

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Dagpunar,J S /2007-03-01 /Wiley

3-6周达 Simulation And Monte Carlo - With Applications In Fina 【全球购】进口原版图书，预计3-6周左右到国内

¥1740

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J. Dagpunar /2007-01-26 /John Wiley & Sons

【预订】Monte Carlo Simulation with Applications to Finance 9780 美国库房发货，通常付款后3-5周到货！

Product Details 基本信息 ISBN-13 书号 9780367381356 Author 作者 Hui Wang Format 版本 平装-胶订 Pages Number 页数 292页 Publisher 出版社 Chapman and Hall/CRC Publication Date 出版日期 2019-08-30 Language 语种 英语 Book Contents 内容简介 Developed from the author’s course on Monte Carlo simulation at Brown University, this text provides a self-contained introduction to Monte Carlo methods in financial engineering. It covers common variance reduction techniques, the cross-entropy method, and the simulation of diffusion process models. Requiring minimal background in mathematics and finance, the book includes numerous examples of option pricing, risk analysis, and sensitivity analysis as well as many hand-and-paper and MATLAB ? coding exercises at the end of every chapter.

¥813.00

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Hui Wang /2019-08-30 /Chapman and Hall/CRC

蒙特卡洛模拟和金融MONTE CARLO SIMULATION AND FINANCE

作者简介： 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).

¥715.60

Don L. McLeish 著 /2005-12-01 /吉林长白山