Posted by **step778** at Sept. 6, 2013

2004 | pages: 646 | ISBN: 3540209662 | DJVU | 3,1 mb

Posted by **angus77** at April 30, 2014

English | PDF | Large Books Collection | 1.69 GB

Posted by **step778** at July 29, 2015

2006 | pages: 442 | ISBN: 0470858826 | PDF | 3,5 mb

Posted by **tanas.olesya** at Sept. 12, 2014

Springer; 2003 edition | August 7, 2003 | English | ISBN: 0387004513 | 614 pages | PDF | 13 MB

From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers […] So often, financial engineering texts are very theoretical. This book is not." –Glyn Holton, Contingency Analysis

Posted by **Veslefrikk** at Aug. 22, 2014

S pri er | 2011 | ISBN: 8847017807 | 738 pages | PDF | 6,5 MB

Posted by **step778** at Aug. 8, 2013

2003 | pages: 613 | ISBN: 0387004513 | DJVU | 5,2 mb

Posted by **lenami** at May 3, 2011

Publisher: Springer | ISBN: 0387004513 | edition 2003 | PDF | 614 pages | 13,2 mb

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.

Posted by **tot167** at May 3, 2011

S pri er | 2011 | ISBN: 8847017807 | 738 pages | PDF | 6,5 MB

Posted by **karapuzik** at Nov. 16, 2009

425 pages | Springer; 1 edition (April 7, 2008) | 3540779574 | PDF | 5 Mb

Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.

Posted by **libr** at May 10, 2017

English | 2014 | ISBN: 0470531118 | ISBN-13: 9780470531112 | 688 pages | PDF | 29,3 MB