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Monte Carlo simulation and finance /

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McLeish, Don L.

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Monte Carlo simulation and finance /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Monte Carlo simulation and finance // Don L. McLeish.
作者:	McLeish, Don L.
出版者:	Hoboken, NJ :J. Wiley, : c2005.,
面頁冊數:	xi, 387 p. :ill. ;24 cm.
叢書名:	Wiley finance series
內容註:	Some basic theory of finance -- Basic Monte Carlo methods -- Variance reduction techniques -- Simulating the value of options -- Quasi-Monte Carlo multiple integration -- Estimation and calibration -- Sensitivity analysis, estimating derivatives and the Greeks -- Other methods and conclusions.
標題:	Financial futures. -
電子資源:	http://www.loc.gov/catdir/toc/ecip053/2004025812.htmlhttp://www.loc.gov/catdir/toc/ecip053/2004025812.html
ISBN:	0471677787 (cloth/website) :

Monte Carlo simulation and finance /
McLeish, Don L.

Monte Carlo simulation and finance /Don L. McLeish. - Hoboken, NJ :J. Wiley,c2005. - xi, 387 p. :ill. ;24 cm. - Wiley finance series.

Includes bibliographical references (p. 375-381) and index.

Some basic theory of finance -- Basic Monte Carlo methods -- Variance reduction techniques -- Simulating the value of options -- Quasi-Monte Carlo multiple integration -- Estimation and calibration -- Sensitivity analysis, estimating derivatives and the Greeks -- Other methods and conclusions.

ISBN: 0471677787 (cloth/website) :US89.95

LCCN: 2004025812Subjects--Topical Terms:

646607
Financial futures.

LC Class. No.: HG6024.3 / .M357 2005

Dewey Class. No.: 332.64/5/0151828

Monte Carlo simulation and finance /
LDR:01102nam a2200229 a 45 001 696898
005 20050809
008 050808s2005 njua b 001 0 eng
010 $a 2004025812
020 $a 0471677787 (cloth/website) : $c US89.95
020 $a 9780471677789 (cloth/website)
035 $a iew94000008
040 $a DLC $c DLC $d DLC
042 $a pcc
050 0 0 $a HG6024.3 $b .M357 2005
082 0 0 $a 332.64/5/0151828 $2 22
100 $a McLeish, Don L. $3 748320
245 1 0 $a Monte Carlo simulation and finance / $c Don L. McLeish.
260 $a Hoboken, NJ : $c c2005. $b J. Wiley,
300 $a xi, 387 p. : $b ill. ; $c 24 cm.
440 0 $a Wiley finance series
504 $a Includes bibliographical references (p. 375-381) and index.
505 0 $a Some basic theory of finance -- Basic Monte Carlo methods -- Variance reduction techniques -- Simulating the value of options -- Quasi-Monte Carlo multiple integration -- Estimation and calibration -- Sensitivity analysis, estimating derivatives and the Greeks -- Other methods and conclusions.
650 $a Financial futures. $3 646607
650 $a Monte Carlo method. $3 551308
650 $a Options (Finance) $3 648565
856 4 1 $3 Table of contents $u http://www.loc.gov/catdir/toc/ecip053/2004025812.html $z http://www.loc.gov/catdir/toc/ecip053/2004025812.html

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