Monte Carlo Methods in Financial Engineering

€66.90


Product Information

ISBN9781441918222
PublisherSpringer-Verlag New York Inc.
Price (excl. tax)€63.11
Tax€3.79
Price (incl. tax)€66.90
AvailabilityUnavailable

Product Description

These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering.