Glasserman Paul: Monte Carlo Methods in Financial Engineering
Скачать книгу (размер 3 099 Kb , формат fb2, страниц 609) Аннотация: Monte Carlo Methods are among the most broadly applicable and thus most powerful tools for valuing derivative securities and measuring their risks. As computer speeds continue to increase and new research expands the scope and efficiency of these methods, their use is destined to grow. This book is devoted to the use of Monte Carlo methods in finance. Advances in Monte Carlo methods in financial…