Monte Carlo Methods in Finance
$298.46
- Hardcover
240 pages
- Release Date
3 April 2002
Summary
Mastering Monte Carlo: A Practical Guide to Financial Simulation
An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical, hands-on guide to Monte Carlo simulation introduces standard and advanced methods to address the increasing complexity of derivatives portfolios.
Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modeli…
Book Details
| ISBN-13: | 9780471497417 |
|---|---|
| ISBN-10: | 047149741X |
| Series: | The Wiley Finance Series |
| Author: | Peter Jäckel |
| Publisher: | John Wiley & Sons Inc |
| Imprint: | John Wiley & Sons Inc |
| Format: | Hardcover |
| Number of Pages: | 240 |
| Edition: | 1st |
| Release Date: | 3 April 2002 |
| Weight: | 590g |
| Dimensions: | 246mm x 165mm x 23mm |
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About The Author
Peter Jäckel
Peter Jackel currently works at Commerzbank Securities in London as a quant in the front office product development and derivatives modelling group. Prior to that he worked within the NatWest Group/Royal Bank of Scotland Quantitative Research Centre. He started his career in finance with his employment at Nikko Securities’ London operation.
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