Showing 1-14 of 187 results

Application Of Monte Carlo Simulation In Finance Shopping Deals on 28.01.2020 at TOPPIDUS

  • Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53)

    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...

    • ASIN: 0387004513
    • Brand: Springer

  • Simulation and Monte Carlo: With Applications in Finance and MCMC

    Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Financial Mathematics, Operational Research, Computer Science, and allied subjects, who wish an up-to-date account of the theory and practice of Simulation. Its distinguishing features are in-depth accounts of the theory of Simulation, including the important topic of variance reduction techniques, together with illustrative applications in Financial Mathematics, Markov chain Monte Carlo, and Discrete Event Simulation. Each chapter contains a good s...

    • ASIN: 0470854952

  • Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics (Wiley Handbooks in Financial Engineering and Econometrics)

    An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in financial engineering and economics. Written by an international leading expert in thefield, the handbook illustrates the challenges confronting present-day financial practitioners and provides ...

    • ASIN: 0470531118

  • Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging (The Wiley Finance Series)

    Supercharge options analytics and hedging using the power of Python Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language. This unique guide offers detailed explanations of all theory, methods, and processes, giving you the background and tools necessary to value stock index options from a sound foundation. You'll find and use self-contained Python scripts and...

    • ASIN: 1119037999
    • UPC: 787721862925

  • Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance

    A comprehensive introduction to the core issues of stochastic differential equations and their effective application Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance offers a comprehensive examination to the most important issues of stochastic differential equations and their applications. The author — a noted expert in the field — includes myriad illustrative examples in modelling dynamical phenomena subject to randomness, mainly in biology, bioeconomics and finance, that clearly demon...

    • ASIN: 1119166063

  • Stochastic Simulation and Applications in Finance with MATLAB Programs

    Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering. The book takes readers through the basic concepts, covering the most recent research and problems in the area, including: the quadratic re-sampling t...

    • ASIN: 0470725389

  • Financial Modelling: Theory, Implementation and Practice with MATLAB Source (The Wiley Finance Series)

    Financial modelling Theory, Implementation and Practice with Matlab Source Jörg Kienitz and Daniel Wetterau Financial Modelling - Theory, Implementation and Practice with MATLAB Source is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and...

    • ASIN: 0470744898

  • Financial Modeling with Crystal Ball and Excel (Wiley Finance)

    Updated look at financial modeling and Monte Carlo simulation with software by Oracle Crystal Ball This revised and updated edition of the bestselling book on financial modeling provides the tools and techniques needed to perform spreadsheet simulation. It answers the essential question of why risk analysis is vital to the decision-making process, for any problem posed in finance and investment. This reliable resource reviews the basics and covers how to define and refine probability distributions in financial modeling, and explores the concept...

    • ASIN: B00BG1K91W

  • R Programming and Its Applications in Financial Mathematics

    This book provides an introduction to R programming and a summary of financial mathematics. It is not always easy for graduate students to grasp an overview of the theory of finance in an abstract form. For newcomers to the finance industry, it is not always obvious how to apply the abstract theory to the real financial data they encounter. Introducing finance theory alongside numerical applications makes it easier to grasp the subject. Popular programming languages like C++, which are used in many financial applications are meant for general-p...

    • ASIN: 1498766099

  • Monte Carlo Frameworks: Building Customisable High-performance C++ Applications

    This is one of the first books that describe all the steps that are needed in order to analyze, design and implement Monte Carlo applications. It discusses the financial theory as well as the mathematical and numerical background that is needed to write flexible and efficient C++ code using state-of-the art design and system patterns, object-oriented and generic programming models in combination with standard libraries and tools.   Includes a CD containing the source code for all examples. It is strongly advised that you experiment with the ...

    • ASIN: 0470060697

  • How Much Can I Spend in Retirement?: A Guide to Investment-Based Retirement Income Strategies

    How much can you spend in retirement? Naturally, this is an essential question for those approaching this important life transition. Essentially, if you wish to retire one day, you are increasingly responsible for figuring out how to save during your working years and convert your savings into sustainable income for an ever-lengthening number of retirement years. The nature of risk also changes in retirement, as the lifestyle of retirees become more vulnerable to the impacts of market volatility, unknown longevity, and spending shocks. Retirees...

    • ASIN: B076J4NBBZ
    • Brand: Unknown

  • Monte Carlo Simulation with Applications to Finance (Chapman and Hall/CRC Financial Mathematics Series)

    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 financial industry.The author first presents the necessary mathematical tools for simulation, arbitrary free option pricing, and the basic implementation of Monte Carlo schemes. He then describes variance ...

    • ASIN: B008NF7VIS

  • Simulating Copulas:Stochastic Models, Sampling Algorithms, and Applications (Series in Quantitative Finance Book 6)

    The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for graduate and advanced undergraduate students with a firm background in stochastics. Besides the theoretical foundation, ready-to...

    • ASIN: B073RDGWBM

  • Python for Finance: Analyze Big Financial Data

    The financial industry has adopted Python at a tremendous rate recently, with some of the largest investment banks and hedge funds using it to build core trading and risk management systems. This hands-on guide helps both developers and quantitative analysts get started with Python, and guides you through the most important aspects of using Python for quantitative finance.Using practical examples through the book, author Yves Hilpisch also shows you how to develop a full-fledged framework for Monte Carlo simulation-based derivatives and risk an...

    • ASIN: 1491945281
    • Brand: O'Reilly Media

  • Handbook of Monte Carlo Methods

    A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of ...

    • ASIN: 0470177934

  • Building Winning Algorithmic Trading Systems, + Website : A Trader's Journey from Data Mining to Monte Carlo Simulation to Live Trading

    "Award-winning trader Kevin Davey explains how he evolved from a discretionary to a systems trader and began generating triple-digit annual returns. An inveterate systems developer, Davey explains the process of generating a trading idea, validating

    • UPC: 35572958

  • Practical Monte Carlo Simulation with Excel - Part 1 of 2 - eBook

    There is a fair number of stand alone applications as well as add on’s to Microsoft Excel in the market used to run Monte Carlo Simulation (MCS) models. However, out of the box, Excel has

    • UPC: 454342313

  • 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

    • UPC: 15058164

  • Practical Monte Carlo Simulation with Excel - Part 2 of 2 - eBook

    There is a fair number of stand alone applications as well as add on’s to Microsoft Excel in the market to be used to run Monte Carlo Simulation (MCS) models. However, out of the box,

    • UPC: 742449595

  • Monte Carlo Simulation : Methods, Assessment, and Applications

    9781536119893

    • UPC: 245483315

  • Monte Carlo Simulation

    The author explains the logic behind the method and demonstrates its uses for social and behavioral research in: conducting inference using statistics with only weak mathematical theory; testing null hypotheses under a variety of plausible

    • UPC: 38655949

  • An Option Greeks Primer : Building Intuition with Delta Hedging and Monte Carlo Simulation Using Excel

    This book provides a hands-on, practical guide to understanding derivatives pricing. Aimed at the less quantitative practitioner, it provides a balanced account of options, Greeks and hedging techniques avoiding the complicated mathematics inherent to many

    • UPC: 43582947

  • An Option Greeks Primer: Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel (Global Financial Markets)

    An Option Greeks Primer: Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel (Global Financial

    • UPC: 494034444

  • Fundamentals and Applications of Monte Carlo Simulations

    Fundamentals and Applications of Monte Carlo

    • UPC: 115711921

  • Monte Carlo Methods in Financial Engineering

    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

    • UPC: 24758571

  • Simple Monte Carlo Simulation of Stock Prices with Python

    Application Of Monte Carlo Simulation In Finance

    Understanding and Creating Monte Carlo Simulation Step By Step

    Application Of Monte Carlo Simulation In Finance
    Silver,gold,metals,commodities,stackers,stacking,investing,trading,forex,brother john f...

    Monte Carlo Simulation in Finance - Theoretical review

    Application Of Monte Carlo Simulation In Finance
    Black Scholes,Understanding N(d2),Option Pricing,Option Pricing Excel,Monte Carlo Simul...