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Monte Carlo Methods in Financial - Paperback, by Glasserman Paul - Good
US $38.00
ApproximatelyC $52.61
Condition:
Good
A book that has been read but is in good condition. Very minimal damage to the cover including scuff marks, but no holes or tears. The dust jacket for hard covers may not be included. Binding has minimal wear. The majority of pages are undamaged with minimal creasing or tearing, minimal pencil underlining of text, no highlighting of text, no writing in margins. No missing pages. See the seller’s listing for full details and description of any imperfections.
- Buy It NowMonte Carlo Methods in Financial - Paperback, by Glasserman Paul - Good
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eBay item number:127168778517
Item specifics
- Condition
- Book Title
- Monte Carlo Methods in Financial Engineering (Stochastic Modellin
- ISBN
- 9781441918222
About this product
Product Identifiers
Publisher
Springer New York
ISBN-10
1441918221
ISBN-13
9781441918222
eBay Product ID (ePID)
127342544
Product Key Features
Number of Pages
Xiii, 596 Pages
Language
English
Publication Name
Monte Carlo Methods in Financial Engineering
Subject
Investments & Securities / Derivatives, Finance / Financial Engineering, Public Finance, Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Applied
Publication Year
2010
Type
Textbook
Subject Area
Mathematics, Business & Economics
Series
Stochastic Modelling and Applied Probability Ser.
Format
Trade Paperback
Dimensions
Item Weight
32.7 Oz
Item Length
9.3 in
Item Width
6.1 in
Additional Product Features
Intended Audience
Scholarly & Professional
Dewey Edition
21
Series Volume Number
53
Number of Volumes
1 vol.
Illustrated
Yes
Dewey Decimal
658.15/5/01519282
Table Of Content
1 Foundations.- 2 Generating Random Numbers and Random Variables.- 3 Generating Sample Paths.- 4 Variance Reduction Techniques.- 5 Quasi-Monte Carlo.- 6 Discretization Methods.- 7 Estimating Sensitivities.- 8 Pricing American Options.- 9 Applications in Risk Management.- A Appendix: Convergence and Confidence Intervals.- A.1 Convergence Concepts.- A.2 Central Limit Theorem and Confidence Intervals.- B Appendix: Results from Stochastic Calculus.- B.1 Itô's Formula.- B.2 Stochastic Differential Equations.- B.3 Martingales.- B.4 Change of Measure.- C Appendix: The Term Structure of Interest Rates.- C.1 Term Structure Terminology.- C.2 Interest Rate Derivatives.- References.
Synopsis
Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. 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. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios. The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential. The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry. Mathematical Reviews, 2004: "... this book is very comprehensive, up-to-date and useful tool for those who are interested in implementing Monte Carlo methods in a financial context.", This book is devoted to the use of Monte Carlo methods in finance and is the first of its kind in this area. It will serve as a reference for practitioners and researchers and will also be suitable as a graduate text for courses on computational finance.
LC Classification Number
T57-57.97
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- 7***j (836)- Feedback left by buyer.Past monthVerified purchaseI recently purchased an item from this eBay seller, and I couldn't be happier with the experience. From the prompt communication to the fast shipping, everything was handled with utmost professionalism. The item arrived exactly as described and was well-packaged to ensure its safety during transit. The seller was courteous and responsive, making the entire transaction smooth and hassle-free. I highly recommend this seller to anyone looking for quality products and excellent service.
- c***m (433)- Feedback left by buyer.Past 6 monthsVerified purchaseWOW!; I cannot believe this 4 Days to Hawaii! ; AAA+++; Excellent Service; Great Pricing; Fast Delivery-Faster Than Expected to Hawaii!; Shipped 04/19, Sat, Received 04/24 Thur to Hawaii using free shipping; USPS Ground Mail, Paperback Book in Good Condition--Better Than Described ; TLC Packaging; Excellent Seller Communication, Sends updates . Highly Recommended!, Thank you very much!The Great Crash, 1929 - Paperback, by J K Galbraith - Acceptable (#125958575357)
- _***b (57)- Feedback left by buyer.Past monthVerified purchaseI'm very happy with my purchase. It was an excellent value with free shipping. The condition is as described with a very good appearance and overall quality. The seller replied to my email and it arrived in 4 days!! I highly recommend this seller and give them 👍👍👍👍