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Financial and actuarial mathematics
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ISBN: 9780071258562 0071258566 Year: 2007 Publisher: Singapore McGraw-Hill


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Cours de mathématiques financières en avenir certain
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ISBN: 9782874190117 287419011X Year: 2007 Publisher: Louvain-la-Neuve: I6doc.com,

Simulation and Monte Carlo : with applications in finance and MCMC
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ISBN: 9780470854945 9780470854952 0470854944 0470854952 9780470061343 9786612136689 Year: 2007 Publisher: Chichester (England): Wiley,

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Abstract

Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Financial Mathematics, Operational Research, Computer Science, and allied subjects, who wish an up-to-date account of the theory and practice of Simulation. Its distinguishing features are in-depth accounts of the theory of Simulation, including the important topic of variance reduction techniques, together with illustrative applications in Financial Mathematics, Markov chain Monte Carlo, and Discrete Event Simulation. Each chapter contains a good selection of exercises and solutions with an accompanying appendix comprising a Maple worksheet containing simulation procedures. The worksheets can also be downloaded from the web site supporting the book. This encourages readers to adopt a hands-on approach in the effective design of simulation experiments. Arising from a course taught at Edinburgh University over several years, the book will also appeal to practitioners working in the finance industry, statistics and operations research.

Paris-Princeton lectures on mathematical Finance 2004
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ISBN: 9783540733263 3540733264 3540733272 Year: 2007 Publisher: Berlin ; Heidelberg : Springer,

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The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Hyuên Pham.

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