Sold Out
Book Categories |
Preface | ||
Acknowledgements | ||
Mathematical Notation | ||
1 | Introduction | 1 |
2 | The Mathematics Behind Monte Carlo Methods | 5 |
3 | Stochastic Dynamics | 23 |
4 | Process-driven Sampling | 31 |
5 | Correlation and Co-movement | 41 |
6 | Salvaging a Linear Correlation Matrix | 59 |
7 | Pseudo-random Numbers | 67 |
8 | Low-discrepancy Numbers | 77 |
9 | Non-uniform Variates | 99 |
10 | Variance Reduction Techniques | 111 |
11 | Greeks | 139 |
12 | Monte Carlo in the BGM/J Framework | 159 |
13 | Non-recombining Trees | 183 |
14 | Miscellanea | 201 |
Bibliography | 213 | |
Index | 219 |
Login|Complaints|Blog|Games|Digital Media|Souls|Obituary|Contact Us|FAQ
CAN'T FIND WHAT YOU'RE LOOKING FOR? CLICK HERE!!! X
You must be logged in to add to WishlistX
This item is in your Wish ListX
This item is in your CollectionMonte Carlo Methods in Finance
X
This Item is in Your InventoryMonte Carlo Methods in Finance
X
You must be logged in to review the productsX
X
X
Add Monte Carlo Methods in Finance, There is no book on the market to compare with Dr Jackel's. All the techniques, the tricks, the pitfalls of this important methodology are covered in detail and with great insight. This is no book on abstract theory, Dr Jackel is a practitioner who has i, Monte Carlo Methods in Finance to the inventory that you are selling on WonderClubX
X
Add Monte Carlo Methods in Finance, There is no book on the market to compare with Dr Jackel's. All the techniques, the tricks, the pitfalls of this important methodology are covered in detail and with great insight. This is no book on abstract theory, Dr Jackel is a practitioner who has i, Monte Carlo Methods in Finance to your collection on WonderClub |