Finance with Monte Carlo
This text introduces upper division undergraduate/beginning graduate students in mathematics, finance, or economics, to the core topics of a beginning course in finance/financial engineering. Particular emphasis is placed on exploiting the power of the Monte Carlo method to illustrate and explore fi...
Wedi'i Gadw mewn:
| Prif Awdur: | |
|---|---|
| Awdur Corfforaethol: | |
| Fformat: | Electronig eLyfr |
| Iaith: | English |
| Cyhoeddwyd: |
New York, NY :
Springer New York : Imprint: Springer,
2013.
|
| Rhifyn: | 1st ed. 2013. |
| Cyfres: | Springer Undergraduate Texts in Mathematics and Technology,
|
| Pynciau: | |
| Mynediad Ar-lein: | https://doi.org/10.1007/978-1-4614-8511-7 |
| Tagiau: |
Ychwanegu Tag
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
|
Tabl Cynhwysion:
- 1. Geometric Brownian Motion and the Efficient Market Hypothesis
- 2. Return and Risk
- 3. Forward and Option Contracts and their Pricing
- 4. Pricing Exotic Options
- 5. Option Trading Strategies
- 6. Alternative to GBM Prices
- 7. Kelly's Criterion
- Appendices
- A. Some Mathematical Background Topics
- B. Stochastic Calculus
- C. Convergence of the Binomial Method
- D. Variance Reduction Techniques
- E. Shell Sort
- F. Next Day Prices Program
- References
- List of Notation
- List of Algorithms
- Index.