Monte Carlo Simulation with Applications to Finance

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"Preface This book can serve as the text for a one-semester course on Monte Carlo simulation. The intended audience is advanced undergraduate students or students on master's programs who wish to learn the basics of this exciting topic and its applications to finance. The book is largely self-contained. The only prerequisite is some experience with probability and statistics. Prior knowledge on option pricing is helpful but not essential. As in any study of Monte Carlo simulation, coding is an integral part and cannot be ...

Monte Carlo Simulation with Applications to Finance 2012, CRC Press

ISBN-13: 9781439858240

Hardcover

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