Monte Carlo Simulation and Finance
Download or Read eBook Monte Carlo Simulation and Finance PDF written by Don L. McLeish and published by John Wiley & Sons. This book was released on 2011-09-13 with total page 308 pages. Available in PDF, EPUB and Kindle.
| Author | : Don L. McLeish |
| Publisher | : John Wiley & Sons |
| Total Pages | : 308 |
| Release | : 2011-09-13 |
| ISBN-10 | : 9781118160947 |
| ISBN-13 | : 1118160940 |
| Rating | : 4/5 (47 Downloads) |
Book Synopsis Monte Carlo Simulation and Finance by : Don L. McLeish
Book excerpt: Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi-Monte Carlo methods can help solve and the different ways Monte Carlo methods can be improved upon. This state-of-the-art book on Monte Carlo simulation methods is ideal for finance professionals and students. Order your copy today.
