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Monte Carlo Methods in Financial Engineering

Monte Carlo Methods in Financial Engineering

Paperback

Series: Stochastic Modelling and Applied Probability, Book 53

Investing & FinanceGeneral MathematicsProbability & Statistics

ISBN10: 1441918221
ISBN13: 9781441918222
Publisher: Springer Nature
Published: Nov 19 2010
Pages: 596
Weight: 1.86
Height: 1.24 Width: 6.14 Depth: 9.21
Language: English
This book is devoted to the use of Monte Carlo methods in finance and is the first of its kind in this area. It will serve as a reference for practitioners and researchers and will also be suitable as a graduate text for courses on computational finance.

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