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بایگانی‌ها Jaeckel P - مرجع آموزش بازار بورس و فارکس

Jaeckel P. Monte-Carlo methods in finance

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 […]

تاریخ : مارس 23rd, 0887