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Monte Carlo Simulation with Applications to Finance
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$89.99
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Product Details
Author:
Hui Wang
Format:
Paperback
Pages:
292
Publisher:
CRC Press (September 5, 2019)
Language:
English
Audience:
Professional and scholarly
ISBN-13:
9780367381356
Weight:
14.5oz
Dimensions:
6.125" x 9.1875"
File:
TAYLORFRANCIS-TayFran_260403050946149-20260403.xml
Folder:
TAYLORFRANCIS
List Price:
$89.99
Country of Origin:
United States
Case Pack:
26
As low as:
$85.49
Publisher Identifier:
P-CRC
Discount Code:
H
Pub Discount:
30
Imprint:
Chapman and Hall/CRC
Overview
Developed from the author’s course on Monte Carlo simulation at Brown University, this text provides a self-contained introduction to Monte Carlo methods in financial engineering. It covers common variance reduction techniques, the cross-entropy method, and the simulation of diffusion process models. Requiring minimal background in mathematics and finance, the book includes numerous examples of option pricing, risk analysis, and sensitivity analysis as well as many hand-and-paper and MATLAB® coding exercises at the end of every chapter.
