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Monte Carlo Simulation with Applications to Finance - 9780367381356
£57.34
RRP £59.99
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Located in: Aldershot, United Kingdom
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eBay item number:314129968228
Item specifics
- Condition
- Book Title
- Monte Carlo Simulation with Applications to Finance
- ISBN
- 9780367381356
- Publication Year
- 2019
- Type
- Textbook
- Format
- Paperback
- Language
- English
- Publication Name
- Monte Carlo Simulation with Applications to Finance
- Item Height
- 234 mm
- Publisher
- Taylor & Francis LTD
- Subject
- Economics, Finance
- Item Weight
- 408 g
- Item Width
- 156 mm
- Number of Pages
- 292 Pages
About this product
Product Information
Developed from the author's course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applications to Finance provides a self-contained introduction to Monte Carlo methods in financial engineering. It is suitable for advanced undergraduate and graduate students taking a one-semester course or for practitioners in the financial industry. The author first presents the necessary mathematical tools for simulation, arbitrary free option pricing, and the basic implementation of Monte Carlo schemes. He then describes variance reduction techniques, including control variates, stratification, conditioning, importance sampling, and cross-entropy. The text concludes with stochastic calculus and the simulation of diffusion processes. Only requiring some familiarity with probability and statistics, the book keeps much of the mathematics at an informal level and avoids technical measure-theoretic jargon to provide a practical understanding of the basics. It includes a large number of examples as well as MATLAB (R) coding exercises that are designed in a progressive manner so that no prior experience with MATLAB is needed.
Product Identifiers
Publisher
Taylor & Francis LTD
ISBN-13
9780367381356
eBay Product ID (ePID)
14046501385
Product Key Features
Number of Pages
292 Pages
Language
English
Publication Name
Monte Carlo Simulation with Applications to Finance
Publication Year
2019
Subject
Economics, Finance
Type
Textbook
Format
Paperback
Dimensions
Item Height
234 mm
Item Weight
408 g
Item Width
156 mm
Additional Product Features
Country/Region of Manufacture
United Kingdom
Item description from the seller
Seller business information
VAT number: GB 976952259
I provide invoices with VAT separately displayed.
CRN: 06687355
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- u***t (2233)- Feedback left by buyer.Past monthVerified purchaseA smooth and professional transaction throughout. The item was exactly as described, clearly listed, and fairly priced. Communication from the seller was prompt, polite, and helpful, with dispatch confirmed quickly. The parcel was securely packaged and arrived in excellent condition, ahead of the expected delivery date. Care was taken at every stage of the process. I would be happy to buy from this seller again—many thanks for a reliable and well-handled sale.
- w***r (65)- Feedback left by buyer.Past 6 monthsVerified purchaseItem as described and despatched in quick time. Item arrived within 3 days and was well packaged. Item was much cheaper than I found elsewhere online. I had a query about my order and the seller responded on the same day and sorted everything out. Would happily buy from seller again
- a***l (61)- Feedback left by buyer.Past 6 monthsVerified purchaseFantastic experience with this seller. I had an issue with the clay in my kit being dried out, which is something they couldn't have known about before me opening the box. I sent them a message and they replied quickly and kindly with a resolution, replacing my kit for me. Overall the kit was fantastic value and arrived brand new, in perfect condition bar the clay. Very trustworthy and helpful.
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