Monte Carlo Methods in Finance
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 pr...
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Formato: | Libro |
Idioma: | Inglés |
Publicado: |
Chichester [etc.]
John Wiley & Sons
2002
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Colección: | Wiley finance series
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Materias: | |
Ver en Universidad Loyola - Universidad Loyola Granada: | https://colectivo.uloyola.es/Record/94954 |
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