Mendeley出力
＜図書＞
Monte Carlo methods in finance
| 責任表示 | Peter Jäckel |
|---|---|
| シリーズ | Wiley finance series |
| データ種別 | 図書 |
| 出版情報 | Chichester : Wiley , c2002 |
| 本文言語 | 英語 |
| 大きさ | xvi, 222 p. : ill. ; 25 cm. + 1 computer laser optical disk (4 3/4 in.) |
| 概要 | 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 ...tandard 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. 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
|---|---|---|---|---|---|---|---|---|---|---|
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中央図 自動書庫 | 331.19/J 11 | 2003 |
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003212005000225 | CD-ROM番号 475 |
書誌詳細
| 一般注記 | Bibliography: p. [213]-218 Includes index |
|---|---|
| 著者標目 | *Jäckel, Peter |
| 件 名 | LCSH:Monte Carlo method LCSH:Business mathematics |
| 分 類 | LCC:QA298.J33 DC21:519.2/82 |
| 書誌ID | 1001200685 |
| ISBN | 047149741X |
| NCID | BA5637711X |
| 巻冊次 | ISBN:047149741X |
| 登録日 | 2009.09.18 |
| 更新日 | 2009.09.18 |