Monte Carlo methods in financial engineering /
Guardado en:
| Autor principal: | |
|---|---|
| Formato: | Libro |
| Lenguaje: | Inglés |
| Publicado: |
New York :
Springer-Verlag,
c2004.
|
| Colección: | Applications of mathematics ;
53. |
| Materias: | |
| Acceso en línea: | Publisher description Table of contents only |
| Aporte de: | Registro referencial: Solicitar el recurso aquí |
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| 020 | |a 0387004513 (alk. paper) | ||
| 020 | |a 9780387004518 (alk. paper) | ||
| 035 | |a (OCoLC)000056020 | ||
| 035 | |a (udesa)000056020USA01 | ||
| 035 | |a (OCoLC)52127560 | ||
| 035 | |a (OCoLC)990000560200204151 | ||
| 040 | |a DLC |b eng |c DLC |d C#P |d OHX |d IBS |d BAKER |d NLGGC |d YDXCP |d BTCTA |d LVB |d UQ1 |d OCLCG |d UBA |d IG# |d STF |d HEBIS |d DEBBG |d OCL |d U@S | ||
| 042 | |a pcc | ||
| 049 | |a U@SA | ||
| 050 | 0 | 0 | |a HG176.7 |b .G57 2004 |
| 082 | 0 | 0 | |a 658.15/5/01519282 |2 21 |
| 100 | 1 | |a Glasserman, Paul, |d 1962- | |
| 245 | 1 | 0 | |a Monte Carlo methods in financial engineering / |c Paul Glasserman. |
| 260 | |a New York : |b Springer-Verlag, |c c2004. | ||
| 300 | |a xiii, 596 p. : |b ill. ; |c 25 cm. | ||
| 490 | 1 | |a Applications of mathematics ; |v 53 | |
| 504 | |a Includes bibliographical references (p. [569]-586) and index. | ||
| 505 | 0 | |a Foundations -- Generating random numbers and random variables -- Generating sample paths -- Variance reduction techniques -- Quasi-Monte Carlo -- Discretization methods -- Estimating sensitivities -- Pricing American options -- Applications in risk management. | |
| 650 | 0 | |a Financial engineering. | |
| 650 | 0 | |a Derivative securities. | |
| 650 | 0 | |a Monte Carlo method. | |
| 830 | 0 | |a Applications of mathematics ; |v 53. | |
| 856 | 4 | 2 | |3 Publisher description |u http://www.loc.gov/catdir/enhancements/fy0813/2003050499-d.html |
| 856 | 4 | 1 | |3 Table of contents only |u http://www.loc.gov/catdir/enhancements/fy0813/2003050499-t.html |