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Monte Carlo simulation and finance

[NT 42944] Record Type:	[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47261] Author:	McLeishDon L.,
[NT 47351] Place of Publication:	Hoboken, NJ
[NT 47263] Published:	J. Wiley;
[NT 47352] Year of Publication:	2005.
[NT 47264] Description:	xi, 387 p.ill. : 24 cm.;
[NT 47298] Series:	Wiley finance series
[NT 47266] Subject:	Financial futures. -
[NT 47266] Subject:	Monte Carlo method. -
[NT 47266] Subject:	Options (Finance) - Prices -
[NT 50961] ISBN:	0471677787
[NT 60779] Content Note:	Some basic theory of finance -- Basic Monte Carlo methods -- Variance reduction techniques -- Simulating the value of options -- Quasi-Monte Carlo multiple integration -- Estimation and calibration -- Sensitivity analysis, estimating derivatives and the Greeks -- Other methods and conclusions.

Monte Carlo simulation and finance
McLeish, Don L.

Monte Carlo simulation and finance / Don L. McLeish. - Hoboken, NJ : J. Wiley, 2005.. - xi, 387 p. ; ill. ; 24 cm.. - (Wiley finance series).
Some basic theory of finance -- Basic Monte Carlo methods -- Variance reduction techniques -- Simulating the value of options -- Quasi-Monte Carlo multiple integration -- Estimation and calibration -- Sensitivity analysis, estimating derivatives and the Greeks -- Other methods and conclusions..
Includes bibliographical references (p. 375-381) and index..
ISBN 0471677787
Financial futures.Monte Carlo method.Options (Finance) -- Prices

Monte Carlo simulation and finance
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102 $a us
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200 1 $a Monte Carlo simulation and finance $f Don L. McLeish.
210 $a Hoboken, NJ $d 2005. $c J. Wiley
215 1 $a xi, 387 p. $c ill. $d 24 cm.
225 2 $a Wiley finance series
320 $a Includes bibliographical references (p. 375-381) and index.
327 0 $a Some basic theory of finance -- Basic Monte Carlo methods -- Variance reduction techniques -- Simulating the value of options -- Quasi-Monte Carlo multiple integration -- Estimation and calibration -- Sensitivity analysis, estimating derivatives and the Greeks -- Other methods and conclusions.
410 0 $1 2001 $a Wiley finance series
606 $a Financial futures. $3 103145 $3 218447
606 $a Monte Carlo method. $3 91745 $3 222480
606 $a Options (Finance) $x Prices $x Problems, exercises, etc. $x Computer programs $3 38523 $3 218294
676 $a 332.64/5/0151828 $v 22
700 $a McLeish $b Don L. $3 133731

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