£64.99

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£65 today · all-time low £64 (Aug 2026) · usually the usual

Springer Monte Carlo Methods in Financial Engineering Book

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£67.99 £63.06 £64.14 £65.21 £66.29 £67.36 £68.44 24 July 2026 05 August 2026 18 August 2026 30 August 2026 12 September 2026
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12 days 31 days · current 8 days 0 8 16 23 31 £64 £65 £68 Days at Price

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Price range: £64 - £68

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Description

Monte Carlo simulation is a fundamental tool for pricing derivative securities and managing risk in modern finance. This Springer publication, part of the Stochastic Modelling and Applied Probability series (Volume 53), explores the development of Monte Carlo methods within the financial sector. The text uses simulation as a way to present various models and ideas essential to financial engineering. The book is organized into three distinct parts. The first section focuses on the core fundamentals of Monte Carlo methods and the foundations of derivatives pricing. It also covers the implementation of several important techniques used in the field. This resource serves as a comprehensive guide for understanding how simulation techniques drive research and application in financial mathematics.

Key Features

This book is part of the Stochastic Modelling and Applied Probability series, volume 53.

Published by Springer, this text focuses on Monte Carlo methods in financial engineering.

The content covers the fundamentals of Monte Carlo methods and foundations of derivatives pricing.

The book uses simulation to present various models and ideas from the field of financial engineering.

The text is divided into three parts to guide readers through complex financial applications.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
07 August 2003
Listed Since
15 January 2007

Barcode

No barcode data available

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