Dieses Buch ist ein handlicher und praktischer Leitfaden zur Monte Carlo Simulation (MCS). Er gibt eine Einf???hrung in Standardmethoden und fortgeschrittene Verfahren, um die zunehmende Komplexit???t derivativer Portfolios besser zu erfassen. Das hier behandelte Spektrum von MCS-Anwendungen reicht von der Preisbestimmung komplexerer Derivate, z.B. von amerikanischen und asiatischen Optionen, bis hin zur Messung des Value at Risk und zur Modellierung komplexer Marktdynamik. Anhand einer Vielzahl praktischer Beispiele wird ...
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Dieses Buch ist ein handlicher und praktischer Leitfaden zur Monte Carlo Simulation (MCS). Er gibt eine Einf???hrung in Standardmethoden und fortgeschrittene Verfahren, um die zunehmende Komplexit???t derivativer Portfolios besser zu erfassen. Das hier behandelte Spektrum von MCS-Anwendungen reicht von der Preisbestimmung komplexerer Derivate, z.B. von amerikanischen und asiatischen Optionen, bis hin zur Messung des Value at Risk und zur Modellierung komplexer Marktdynamik. Anhand einer Vielzahl praktischer Beispiele wird erl???utert, wie man Monte Carlo Methoden einsetzt. Dabei gehen die Autoren zun???chst auf die Grundlagen und danach auf fortgeschrittene Techniken ein. Dar???ber hinaus geben sie n???tzliche Tipps und Hinweise f???r das Entwickeln und Arbeiten mit MCS-Methoden. Die Autoren sind Experten auf dem Gebiet der Monte Carlo Simulation und verf???gen ???ber langj???hrige Erfahrung im Umgang mit MCS-Methoden. Die Begleit-CD enth???lt Excel Muster Spreadsheets sowie VBA und C++ Code Snippets, die der Leser installieren und so mit den im Buch beschriebenen Beispiele frei experimentieren kann. "Monte Carlo Methods in Finance" - ein unverzichtbares Nachschlagewerk f???r quantitative Analysten, die bei der Bewertung von Optionspreisen und Riskmanagement auf Modelle zur???ckgreifen m???ssen.
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Add this copy of Monte Carlo Methods in Finance to cart. $107.17, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2002 by Wiley.
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New. Sewn binding. Cloth over boards. 240 p. Wiley Finance, 5. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
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