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Hui Wang

Monte Carlo Simulation with Applications to Finance

Ebook (PDF Format)

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 financi

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Produktdetails

  • ISBN: 978-1-4665-6690-3
  • EAN: 9781466566903
  • Produktnummer: 31880767
  • Verlag: Taylor & Francis Ltd.
  • Sprache: Englisch
  • Erscheinungsjahr: 2012
  • Seitenangabe: 292 S.
  • Plattform: PDF
  • Masse: 2'060 KB

Über den Autor

Hui Wang is an associate professor in the Division of Applied Mathematics at Brown University. He earned a Ph.D. in statistics from Columbia University. His research and teaching cover Monte Carlo simulation, mathematical finance, probability and statistics, and stochastic optimization.

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