"Matemàtica financera." . . "Risikomanagement" . . "méthode Monte-Carlo." . . "Derivat." . . "Derivative securities." . . "Méthode de Monte-Carlo." . . "Ingénierie financière." . . "Optionspreistheorie" . . "Distribution (Probability theory)" . . "Monte Carlo method." . . "Mètode de Montecarlo." . . "Monte-Carlo-Methode / Optionspreistheorie / Finanzderivat / Risikomanagement / Financial Engineering / Theorie." . . "Monte-Carlo-Simulation" . . "Monte-Carlo-Simulation." . "Financial Engineering Monte-Carlo-Simulation." . . "Gestion des risques." . . "Metodo di Monte Carlo." . . "Derivaten (financiën)" . . "Operations research." . . "Monte-Carlo, Méthode de." . . "Monte-Carlo, méthode de." . "Administração de risco." . . "Instrument dérivé (Finances)" . . "Risque financier." . . "Derivativos." . . "Finanzderivat" . . "Matematica finanziaria." . . "Portfolio-theorie." . . "Instruments dérivés (Finances)" . . "Financial Engineering Monte-Carlo-Methode." . . "Instrumenty pochodne (finanse) podręczniki." . . "Monte Carlo, Mètode de." . . "Financial risk management Mathematical models." . . "Monte-Carlo-Methode Financial Engineering." . . "Obligacions derivades." . . "Metoda Monte Carlo (matematyka) podręczniki." . . "Theorie" . . "Mathematics." . . "Economics." . . "Engenharia financeira." . . "Método de monte carlo." . . "Monte-Carlo, Método de." . . "Inżynieria finansowa podręczniki." . . "Financial Engineering" . . "Financial engineering." . "Financial Engineering." . "Estadística bayesiana." . . "titre financier dérivé" . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . "Monte Carlo methods in financial engineering"@en . "Monte Carlo methods in financial engineering" . . . . "Monte Carlo methods in financial engineering = 金融工程中的蒙特卡罗方法" . . . . "Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques. This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios. The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential. The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry." . . . . . . . . "La 4e de couverture indique :\"Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios.The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential.The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry.\"" . . . . . . . . . . . . . . . . . . . . . . . . . . . "Monte Carlo Methods in Financial Engineering" . . . "Livre électronique (Descripteur de forme)" . . . . . . . . . . "Ressource Internet (Descripteur de forme)" . . "Handboeken (vorm)" . "Electronic books" . "Electronic books"@en . . . . . . . "<>" . "Derivat (Wertpapier)" . . "Finanzmathematik." . . "Riesgo (Economía) Modelos matemáticos." . . "gestion financière mathématiques financières méthode de Monte-Carlo option (bourse) risque financier." . . "finance." . . "Finance." . "Mathematical statistics." . . "Mètodes de simulació." . . "Enginyeria financera." . . "matematisk statistik (økonomi)" . . . . "Monte-Carlo-Methode" . . "Monte-Carlo-Methode." . "Monte Carlo-methode." . "gestion risque." . .