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Monte Carlo Methods in Financial Engineering 2025 pdf epub mobi 電子書下載

Monte Carlo Methods in Financial Engineering

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Monte Carlo Methods in Financial Engineering pdf epub mobi 著者簡介

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Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques. This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios. The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential. The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry. Mathematical Reviews, 2004: "... this book is very comprehensive, up-to-date and useful tool for those who are interested in implementing Monte Carlo methods in a financial context."

Monte Carlo Methods in Financial Engineering 2025 pdf epub mobi 電子書下載

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發表於2025-04-26

Monte Carlo Methods in Financial Engineering 2025 pdf epub mobi 電子書下載

Monte Carlo Methods in Financial Engineering 2025 pdf epub mobi 電子書下載

Monte Carlo Methods in Financial Engineering 2025 pdf epub mobi 電子書下載

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Monte Carlo Methods in Financial Engineering pdf epub mobi 讀後感

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FE領域的聖經似乎比較多，除瞭公認的那本hull的入門，shreve的那兩本金融隨機分析以及這本書都有人將bible的名頭冠於其上，其實某種程度上是因為這本書十分的popular。本書很實用，緊扣標題，就是圍繞著金融工程中濛特卡洛的應用展開，似乎有點廢話，但是真正讀過的人可能會有...

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作者是哥大有名的教授，書中實例很多，從簡單的原理講起，到復雜的衍生品定價和風險管理，讀完後讓人對Monte Carlo有瞭更深刻的認識。最強的是作者給瞭很多程序上的指導，讓讀者很容易上手編寫程序。http://www.QuantHR.com/bbs

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這本書被作為濛特卡羅方法在金融方麵應用的標準參考文獻。這本書的編排在前幾章中沒有特彆齣奇，和大多數書一樣，從基本原理講起，進一步的隨機數發生器介紹，方差縮減技術，導數計算。與眾不同的是他最後兩章，美式期權和風險度量。美式期權部分是格拉斯曼的專長，他濃墨重彩...

評分☆☆☆☆☆

FE領域的聖經似乎比較多，除瞭公認的那本hull的入門，shreve的那兩本金融隨機分析以及這本書都有人將bible的名頭冠於其上，其實某種程度上是因為這本書十分的popular。本書很實用，緊扣標題，就是圍繞著金融工程中濛特卡洛的應用展開，似乎有點廢話，但是真正讀過的人可能會有...

評分☆☆☆☆☆

這本書被作為濛特卡羅方法在金融方麵應用的標準參考文獻。這本書的編排在前幾章中沒有特彆齣奇，和大多數書一樣，從基本原理講起，進一步的隨機數發生器介紹，方差縮減技術，導數計算。與眾不同的是他最後兩章，美式期權和風險度量。美式期權部分是格拉斯曼的專長，他濃墨重彩...

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出版者:Springer

作者:Paul Glasserman

出品人:

頁數:616

譯者:

出版時間:2003-8-7

價格:GBP 49.99

裝幀:Hardcover

isbn號碼:9780387004518

叢書系列:

圖書標籤: 金融工程金融 quant Finance 數學 quantitative monte 金融數學

Monte Carlo Methods in Financial Engineering 2025 pdf epub mobi 電子書下載

想要找書就要到本本書屋

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立刻按 ctrl+D收藏本頁

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Monte Carlo Methods in Financial Engineering pdf epub mobi 用戶評價

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很多實例講解，非常有用。

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好叼...

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作者在紐約哥大，算是頂尖人物之一瞭。MSMF computational finance教材

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太會寫書瞭，深入淺齣

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有點難度，另外那本monte carlo in finance簡單些

Monte Carlo Methods in Financial Engineering 2025 pdf epub mobi 電子書下載

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