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Monte Carlo Methods in Finance: Nonsaleable Items Per Elizabeth Zambrana at Wiley                          10/25/02 P.S, Som

Monte Carlo Methods in Finance: Nonsaleable Items Per Elizabeth Zambrana at Wiley 10/25/02 P.S, Som

          
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About the Book

Dieses Buch ist ein handlicher und praktischer Leitfaden zur Monte Carlo Simulation (MCS). Er gibt eine Einführung in Standardmethoden und fortgeschrittene Verfahren, um die zunehmende Komplexität derivativer Portfolios besser zu erfassen. Das hier behandelte Spektrum von MCS-Anwendungen reicht von der Preisbestimmung komplexerer Derivate, z.B. von amerikanischen und asiatischen Optionen, bis hin zur Messung des Value at Risk und zur Modellierung komplexer Marktdynamik. Anhand einer Vielzahl praktischer Beispiele wird erläutert, wie man Monte Carlo Methoden einsetzt. Dabei gehen die Autoren zunächst auf die Grundlagen und danach auf fortgeschrittene Techniken ein. Darüber hinaus geben sie nützliche Tipps und Hinweise für das Entwickeln und Arbeiten mit MCS-Methoden. Die Autoren sind Experten auf dem Gebiet der Monte Carlo Simulation und verfügen über langjährige Erfahrung im Umgang mit MCS-Methoden. Die Begleit-CD enthält Excel Muster Spreadsheets sowie VBA und C++ Code Snippets, die der Leser installieren und so mit den im Buch beschriebenen Beispiele frei experimentieren kann. "Monte Carlo Methods in Finance" - ein unverzichtbares Nachschlagewerk für quantitative Analysten, die bei der Bewertung von Optionspreisen und Riskmanagement auf Modelle zurückgreifen müssen.


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Product Details
  • ISBN-13: 9780471497417
  • Publisher: Wiley
  • Publisher Imprint: Wiley
  • Depth: 19
  • Height: 256 mm
  • No of Pages: 240
  • Series Title: Wiley Finance
  • Sub Title: Nonsaleable Items Per Elizabeth Zambrana at Wiley 10/25/02 P.S, Som
  • Width: 174 mm
  • ISBN-10: 047149741X
  • Publisher Date: 03 Apr 2002
  • Binding: Hardback
  • Edition: HAR/COM
  • Language: English
  • Returnable: Y
  • Spine Width: 20 mm
  • Weight: 589 gr


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Monte Carlo Methods in Finance: Nonsaleable Items Per Elizabeth Zambrana at Wiley                          10/25/02 P.S, Som
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