Finance with Monte Carlo
- 種類:
- 電子ブック
- 責任表示:
- by Ronald W. Shonkwiler
- 出版情報:
- New York, NY : Springer New York : Imprint: Springer, 2013
- 著者名:
- シリーズ名:
- Springer Undergraduate Texts in Mathematics and Technology ;
- ISBN:
- 9781461485117 [1461485118]
- 注記:
- This text introduces upper division undergraduate/beginning graduate students in mathematics, finance, or economics, to the core topics of a beginning course in finance/financial engineering. Particular emphasis is placed on exploiting the power of the Monte Carlo method to illustrate and explore financial principles. Monte Carlo is the uniquely appropriate tool for modeling the random factors that drive financial markets and simulating their implications. The Monte Carlo method is introduced early and it is used in conjunction with the geometric Brownian motion model (GBM) to illustrate and analyze the topics covered in the remainder of the text. Placing focus on Monte Carlo methods allows for students to travel a short road from theory to practical applications. Coverage includes investment science, mean-variance portfolio theory, option pricing principles, exotic options, option trading strategies, jump diffusion and exponential Lévy alternative models, and the Kelly criterion for maximizing investment gro
- ローカル注記:
- 岐阜大学構成員専用E-BOOKS (Gifu University members only)
類似資料:
1
電子ブック
Stochastic Simulation and Monte Carlo Methods : Mathematical Foundations of Stochastic Simulation
Springer Berlin Heidelberg : Imprint: Springer |
Springer-Verlag Italia, Milano |
Springer Berlin Heidelberg |
Springer International Publishing : Imprint: Springer |
Springer Science+Business Media, LLC | |
Birkhäuser Boston : Imprint: Birkhäuser |
Springer New York |
Springer Science+Business Media, LLC |
Springer-Verlag New York |
6
電子ブック
Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Springer Berlin Heidelberg : Imprint: Springer |
Springer-Verlag Berlin Heidelberg |