Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
- 作者
- 出版社 Springer
- 出版时间 2003年8月
- ISBN 9780387004518
- 定价 1304.70
内容简介
MonteCarlosimulationhasbecomeanessentialtoolinthepricingofderivativesecuritiesandinriskmanagement.Theseapplicationshave,inturn,stimulatedresearchintonewMonteCarlomethodsandrenewedinterestinsomeoldertechniques.Thisbook
丛书
Applications of Mathematics— END —