Artículos relacionados a Monte Carlo Methods in Finance: Nonsaleable Items Per...
Monte Carlo Methods in Finance: Nonsaleable Items Per Elizabeth Zambrana at Wiley 10/25/02 P.S, Som (The Wiley Finance Series) - Tapa dura
Sinopsis
An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available.
The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples.
"Sinopsis" puede pertenecer a otra edición de este libro.
Acerca del autor
Peter Jackel currently works at Commerzbank Securities in London as a quant in the front office product development and derivatives modelling group. Prior to that he worked within the NatWest Group/Royal Bank of Scotland Quantitative Research Centre. He started his career in finance with his employment at Nikko Securities' London operation.
De la contraportada
Monte Carlo Methods in Finance is an important reference for those working in investment banks, insurance and strategic management consultancy. Of particular importance are the many known variance reduction methods, and they are duly covered, not only in their own right, but also with respect to their potential combinations, and in the direct context of realistic applications. Most notably, the issue of the reliability of low-discrepancy numbers in high dimensions is discussed in detail. The book also contains an introduction to the theory of copulæ as an extension to the modelling of correlation of financial securities. An entire chapter is dedicated to the evaluation of interest rate derivatives in the Brace-Gatarek-Musiela/Jamshidian framework by the aid of fast-convergence Monte Carlo simulations. What's more, for the first time, this book also gives a description of the construction of non-recombining trees. Whilst non-recombining trees are usually not viable in a production environment, they often are the very tool of last resort when Monte Carlo approximations to problems such as Bermudan swaptions are to be tested, and the tricks for the construction of non-recombining trees presented in this book are invaluable for that purpose.
De la solapa interior
Monte Carlo Methods in Finance is an important reference for those working in investment banks, insurance and strategic management consultancy. Of particular importance are the many known variance reduction methods, and they are duly covered, not only in their own right, but also with respect to their potential combinations, and in the direct context of realistic applications. Most notably, the issue of the reliability of low-discrepancy numbers in high dimensions is discussed in detail. The book also contains an introduction to the theory of copul? as an extension to the modelling of correlation of financial securities. An entire chapter is dedicated to the evaluation of interest rate derivatives in the Brace-Gatarek-Musiela/Jamshidian framework by the aid of fast-convergence Monte Carlo simulations. What's more, for the first time, this book also gives a description of the construction of non-recombining trees. Whilst non-recombining trees are usually not viable in a production environment, they often are the very tool of last resort when Monte Carlo approximations to problems such as Bermudan swaptions are to be tested, and the tricks for the construction of non-recombining trees presented in this book are invaluable for that purpose.
"Sobre este título" puede pertenecer a otra edición de este libro.
Comprar nuevo
Ver este artículo
EUR 52,15
EUR 3,67 gastos de envío en Estados Unidos de America
Destinos, gastos y plazos de envíoResultados de la búsqueda para Monte Carlo Methods in Finance: Nonsaleable Items Per...
Imagen de archivo
Monte Carlo Methods in Finance
Librería: HPB-Red, Dallas, TX, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Nº de ref. del artículo: S_410950882
Cantidad disponible: 1 disponibles
Imagen del vendedor
Monte Carlo Methods in Finance
Librería: WeBuyBooks, Rossendale, LANCS, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: Like New. Most items will be dispatched the same or the next working day. An apparently unread copy in perfect condition. Dust cover is intact with no nicks or tears. Spine has no signs of creasing. Pages are clean and not marred by notes or folds of any kind. Nº de ref. del artículo: wbs6087121494
Gastos de envío:
EUR 6,07
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 1 disponibles
Imagen de archivo
Monte Carlo Methods in Finance
Librería: WorldofBooks, Goring-By-Sea, WS, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardback. Condición: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Nº de ref. del artículo: GOR003788324
Gastos de envío:
EUR 6,47
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 3 disponibles
Imagen de archivo
Monte Carlo Methods in Finance
Librería: AwesomeBooks, Wallingford, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: Very Good. Monte Carlo Methods in Finance This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Nº de ref. del artículo: 7719-9780471497417
Gastos de envío:
EUR 5,77
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 1 disponibles
Imagen de archivo
Monte Carlo Methods in Finance
Publicado por
Wiley, 2002
ISBN 10: 047149741X
ISBN 13: 9780471497417
Antiguo o usado
Tapa dura
Original o primera edición
Librería: Textbooks_Source, Columbia, MO, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
hardcover. Condición: Good. 1st Edition. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). Nº de ref. del artículo: 000584237U
Cantidad disponible: 8 disponibles
Imagen de archivo
Monte Carlo Methods in Finance
Librería: Bahamut Media, Reading, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: Very Good. This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Nº de ref. del artículo: 6545-9780471497417
Gastos de envío:
EUR 8,06
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 1 disponibles
Imagen de archivo
Monte Carlo Methods in Finance
Librería: DeckleEdge LLC, Albuquerque, NM, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: Good. Highlighting throughout. Nº de ref. del artículo: CA162
Cantidad disponible: 1 disponibles
Imagen de archivo
Monte Carlo Methods in Finance
Publicado por
John Wiley and Sons, 2003
ISBN 10: 047149741X
ISBN 13: 9780471497417
Antiguo o usado
Tapa dura
Librería: Anybook.com, Lincoln, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pencil markings. In fair condition, suitable as a study copy. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:9780471497417. Nº de ref. del artículo: 5805991
Gastos de envío:
EUR 14,95
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 1 disponibles
Imagen de archivo
Monte Carlo Methods in Finance
Librería: Griffin Books, Stamford, CT, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
hardcover. Condición: As New. Looks brand new and unread but has ownership ink to title page. Hardcover in jacket. Please email for photos. Larger books or sets may require additional shipping charges. Books sent via US Postal. Nº de ref. del artículo: 114084
Cantidad disponible: 1 disponibles
Imagen de archivo
Monte Carlo Methods in Finance [Hardcover] Jaeckel, Peter
Publicado por
Wiley 2002-04-11, 2002
ISBN 10: 047149741X
ISBN 13: 9780471497417
Antiguo o usado
Tapa dura
Librería: AFFORDABLE PRODUCTS, Millbury, MA, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
hardcover. Condición: Very Good. Clean copy with no markings. CD included. Ships promptly. Nº de ref. del artículo: PRSTICSF-00107-12-30-202
Cantidad disponible: 1 disponibles