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£66.52

Wiley Monte Carlo Methods in Finance

Name: Monte Carlo Methods in Finance
Brand: Wiley
Price: 66.52 GBP
Availability: InStock

Ill.

Investments & Securities

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Description

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.

Product Specifications

Brand: Wiley
Model: Ill.
Format: hardcover
ASIN: 047149741X
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Investments & Securities
Domain: Amazon UK
Release Date: 26 February 2002
Listed Since: 13 February 2007

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Wiley Monte Carlo Methods in Finance

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