| 書目名稱 | Finance with Monte Carlo |
| 編輯 | Ronald W. Shonkwiler |
| 視頻video | http://file.papertrans.cn/343/342898/342898.mp4 |
| 概述 | Students will learn by doing; implementing concepts of each chapter into code and experimenting with the outcome.Exploits the greatest virtue of the Monte Carlo method – providing results for exotic p |
| 叢書名稱 | Springer Undergraduate Texts in Mathematics and Technology |
| 圖書封面 |  |
| 描述 | .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 growth..Novel features:.inclusion of both portfolio theory and contingent claim analysis in a single text.pricing methodology for exotic options.expectation analysis of option t |
| 出版日期 | Textbook 2013 |
| 關鍵詞 | Geometric Brownian Motion (GBM); Kelly‘s criterion; Monte Carlo method; Monte Carlo method in finance; a |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4614-8511-7 |
| isbn_softcover | 978-1-4939-4334-0 |
| isbn_ebook | 978-1-4614-8511-7Series ISSN 1867-5506 Series E-ISSN 1867-5514 |
| issn_series | 1867-5506 |
| copyright | Springer Science+Business Media New York 2013 |
|Archiver|手機版|小黑屋|
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