📖 Monte Carlo Methods in Financial Engineering
Monte Carlo Methods are among the most broadly applicable and thus most powerful tools for valuing derivative securities and measuring their risks. As computer speeds continue to increase and new research expands the scope and efficiency of these...
О книге
автор, издательство, серия- Издательство
- Springer
- Серия
- Stochastic Modelling and Applied Probability
- ISBN
- 978-0-387-00451-8
- Год
- 2003