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Introduction To Monte Carlo Methods

Monte Carlo This electronic book is copyrighted and protected by the copyright laws of the United States This and all associated documents in the system must contain the above copyright notice  If this electronic book is used anywhere other than the projects original system CSEP mustbe noti ed in writing email is acceptable and the copyright […]

تاریخ : مارس 23rd, 0887
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