This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implication, it provides readers with everything they need to know to price modern financial derivatives and analyze the credit …
This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implication, it provides readers with everything they need to know to price modern financial derivatives and analyze the credit …
Dieses bewährte, pragmatisch orientierte Standardwerk deckt den gesamten Stoff der Vorlesung Wirtschaftsmathematik im Bachelorstudium einschließlich der Finanzmathematik ab. Im Vordergrund stehen die tatsächlichen Anwendungsmöglichkeiten der Mathematik in den Wirtschaftswissensc…
Dieses bewährte, pragmatisch orientierte Standardwerk deckt den gesamten Stoff der Vorlesung Wirtschaftsmathematik im Bachelorstudium einschließlich der Finanzmathematik ab. Im Vordergrund stehen die tatsächlichen Anwendungsmöglichkeiten der Mathematik in den Wirtschaftswissensc…
by Institute of Mathematical Sciences (New York, N.Y.), Society for Industrial and Applied Mathematics (U.S.), AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences, (Snowbird (UT)), Yin, G. George, American Mathematical Society, AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, (Snowbird (UT))
"Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algo…
Monte Carlo simulation is a universal tool that can be applied in nearly every area of financial and actuarial modeling if one fully understands simulation. This book introduces financial and actuarial models via mathematical simulation. It gives a rigorous introduction to Monte…
