Dieses Buch ist ein handlicher und praktischer Leitfaden zur Monte Carlo Simulation (MCS). Er gibt eine Einf???hrung in Standardmethoden und fortgeschrittene Verfahren, um die zunehmende Komplexit???t derivativer Portfolios besser zu erfassen. Das hier behandelte Spektrum von MCS-Anwendungen reicht von der Preisbestimmung komplexerer Derivate, z.B. von amerikanischen und asiatischen Optionen, bis hin zur Messung des Value at Risk und zur Modellierung komplexer Marktdynamik. Anhand einer Vielzahl praktischer Beispiele wird ...
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Dieses Buch ist ein handlicher und praktischer Leitfaden zur Monte Carlo Simulation (MCS). Er gibt eine Einf???hrung in Standardmethoden und fortgeschrittene Verfahren, um die zunehmende Komplexit???t derivativer Portfolios besser zu erfassen. Das hier behandelte Spektrum von MCS-Anwendungen reicht von der Preisbestimmung komplexerer Derivate, z.B. von amerikanischen und asiatischen Optionen, bis hin zur Messung des Value at Risk und zur Modellierung komplexer Marktdynamik. Anhand einer Vielzahl praktischer Beispiele wird erl???utert, wie man Monte Carlo Methoden einsetzt. Dabei gehen die Autoren zun???chst auf die Grundlagen und danach auf fortgeschrittene Techniken ein. Dar???ber hinaus geben sie n???tzliche Tipps und Hinweise f???r das Entwickeln und Arbeiten mit MCS-Methoden. Die Autoren sind Experten auf dem Gebiet der Monte Carlo Simulation und verf???gen ???ber langj???hrige Erfahrung im Umgang mit MCS-Methoden. Die Begleit-CD enth???lt Excel Muster Spreadsheets sowie VBA und C++ Code Snippets, die der Leser installieren und so mit den im Buch beschriebenen Beispiele frei experimentieren kann. "Monte Carlo Methods in Finance" - ein unverzichtbares Nachschlagewerk f???r quantitative Analysten, die bei der Bewertung von Optionspreisen und Riskmanagement auf Modelle zur???ckgreifen m???ssen.
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Add this copy of Monte Carlo Methods in Finance to cart. $16.70, good condition, Sold by SurplusTextSeller rated 5.0 out of 5 stars, ships from Columbia, MO, UNITED STATES, published 2002 by Wiley.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Book contains pencil markings. In fair condition, suitable as a study copy. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 700grams, ISBN: 9780471497417.
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