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Monte Carlo simulation with applications to finance /
"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 s...
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| Formato: | Libro |
| Lenguaje: | English |
| Publicado: |
Boca Raton :
CRC Press,
2012.
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| Colección: | Chapman & Hall/CRC financial mathematics series.
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| Materias: |
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