Monte Carlo Methods in Finance

ISBN-10: 047149741X

ISBN-13: 9780471497417

Edition: 2002

List price: $173.00
30 day, 100% satisfaction guarantee

If an item you ordered from TextbookRush does not meet your expectations due to an error on our part, simply fill out a return request and then return it by mail within 30 days of ordering it for a full refund of item cost.

Learn more about our returns policy

Description: This text on financial Monte Carlo methods covers topics on: mathematics behind Monte Carlo methods; correlation normal, log-normal and other processes; applications in risk management option pricing; value at risk and various reduction techniques.

what's this?
Rush Rewards U
Members Receive:
You have reached 400 XP and carrot coins. That is the daily max!

Study Briefs

Limited time offer: Get the first one free! (?)

All the information you need in one place! Each Study Brief is a summary of one specific subject; facts, figures, and explanations to help you learn faster.

Customers also bought


Book details

List price: $173.00
Copyright year: 2002
Publisher: John Wiley & Sons, Incorporated
Publication date: 4/3/2002
Binding: Hardcover
Pages: 238
Size: 6.75" wide x 9.75" long x 0.75" tall
Weight: 1.342
Language: English

Mathematical NotationIntroduction
The Mathematics Behind Monte Carlo Methods
Stochastic Dynamics Process-driven
Sampling Correlation and Co-movement Salvaging a Linear
Correlation Matrix Pseudo-random Numbers
Low-discrepancy Numbers Non-uniform Variates Variance
Reduction Techniques Greeks Monte Carlo in the BGM/J Framework Non-recombining Trees Miscellanea
Free shipping on orders over $35*

*A minimum purchase of $35 is required. Shipping is provided via FedEx SmartPost® and FedEx Express Saver®. Average delivery time is 1 – 5 business days, but is not guaranteed in that timeframe. Also allow 1 - 2 days for processing. Free shipping is eligible only in the continental United States and excludes Hawaii, Alaska and Puerto Rico. FedEx service marks used by permission."Marketplace" orders are not eligible for free or discounted shipping.

Learn more about the TextbookRush Marketplace.