Monte Carlo Methods in Finance

Peter Jäckel

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Language: English

Published by John Wiley and Sons Inc, US, 2002

047149741X / 9780471497417

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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 pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available. The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples.

Seller Inventory # LU-9780471497417

Title
Monte Carlo Methods in Finance
Author
Peter Jäckel
Publisher
John Wiley and Sons Inc, US
Publication year
2002
Condition
New
Binding
Hardback
Language
English
ISBN 10
047149741X
ISBN 13
9780471497417
Item weight
580 grams

Rarewaves.com USA

London, London, United Kingdom

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