Verlag: Springer International Publishing, Springer International Publishing, 2018
ISBN 10: 3319902741 ISBN 13: 9783319902746
Sprache: Englisch
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
EUR 64,19
Währung umrechnenAnzahl: 1 verfügbar
In den WarenkorbTaschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance.Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation, and more recent developments such as the multilevel paradigm), stochastic optimization and approximation, discretization schemes of stochastic differential equations, as well as optimal quantization methods. The author further presents detailed applications to numerical aspects of pricing and hedging of financial derivatives, risk measures (such as value-at-risk and conditional value-at-risk), implicitation of parameters, and calibration.Aimed at graduate students and advanced undergraduate students, this book contains useful examples and over 150 exercises, making it suitable for self-study.
Anbieter: Majestic Books, Hounslow, Vereinigtes Königreich
EUR 58,07
Währung umrechnenAnzahl: 1 verfügbar
In den WarenkorbZustand: New.
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
EUR 95,92
Währung umrechnenAnzahl: 2 verfügbar
In den WarenkorbPaperback. Zustand: Brand New. 579 pages. 9.00x6.00x2.00 inches. In Stock.