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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 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Sherry Tomberlin
reviewed Monte Carlo Methods in Finance on November 13, 2018
Monte Carlo Methods in Finance
A riveting look at the fragmented advertising and marketing landscape
Loved the vision and straight forward point of view without puffery or jargon. This book validates a great deal of my thinking. A must read for advertising and communications professionals.
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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
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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 |