Monte Carlo Simulation with Applications to Finance

by Hui Wang

Book Overview

Developed from the author's course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applications to Finance provides a self-contained introduction to Monte Carlo methods in financial engineering. It is suitable for advanced undergraduate and graduate students taking a one-semester course or for practitioners in the financial industry.

The author first presents the necessary...

• Format: Hardcover
• Language: English
• ISBN: 1439858241
• ISBN13: 9781439858240
• Release Date: May 2012
• Publisher: CRC Press
• Length: 292 Pages
• Weight: 1.30 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"