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Programming Discrete Simulations
Why Simulate? Building simulation model is analogous to building a model airplane for a wind tunnel. When the real situation is too costly to recreate, designers experiment with smaller, cheaper versions that resemble the original in all important respects. You can use simulations to Design harbours, airports, warehouses, libraries, parking lots, schools and hospitals Find good routing for telephone traffic, police cars, taxi cabs, trucks,...
67 p itc 08/01/2013 287 1
Từ khóa: programming discrete simulations, simulate, programming discrete, lập trình rời rạc, mô phỏng, modelling random phenomena, statistical dítributions
Monte Carlo Methods in Finance
An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is...
235 p itc 07/01/2013 313 1
Từ khóa: finance accounting, mathematics, monte carlo methods in finance, Value at Risk, simulation, phân tích định lượng, risk management method available, phương pháp quản lý rủi ro
Monte Carlo Simulation and Finance
Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi-Monte Carlo methods can help solve and...
398 p itc 07/01/2013 331 1
Từ khóa: investing finance, popular economics, monte carlo simulation and finance, thị trường tài chính, kinh tế tài chính, value derivatives and other securities
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