圖書標籤: 金融 quant 金融數學 Finance 數學 monte-carlo 非虛構類 金融工程
发表于2024-11-26
Monte Carlo Methods in Finance pdf epub mobi txt 電子書 下載 2024
An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available. The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples.
作者原來在RBS 倫敦,現在在ABN Amro倫敦。這本書太實用瞭!用MC的都應該有一本。
評分作者原來在RBS 倫敦,現在在ABN Amro倫敦。這本書太實用瞭!用MC的都應該有一本。
評分作者原來在RBS 倫敦,現在在ABN Amro倫敦。這本書太實用瞭!用MC的都應該有一本。
評分作者原來在RBS 倫敦,現在在ABN Amro倫敦。這本書太實用瞭!用MC的都應該有一本。
評分作者原來在RBS 倫敦,現在在ABN Amro倫敦。這本書太實用瞭!用MC的都應該有一本。
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Monte Carlo Methods in Finance pdf epub mobi txt 電子書 下載 2024