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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Detalles Bibliográficos
Autor principal: Jäckel, Peter (-)
Formato: Libro
Idioma:Inglés
Publicado: Chichester [etc.] John Wiley & Sons 2002
Colección:Wiley finance series
Materias:
Ver en Universidad Loyola - Universidad Loyola Granada:https://colectivo.uloyola.es/Record/94954
Solicitar por préstamo interbibliotecario: Correo

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