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- Phân loại: 658.15
- Tác giả: Ngai Hang Chan
- Thông tin XB: New Jersey: Wiley, 2015
- Mô tả vật lý: xviii, 205 p., 24 cm.
- Tóm tắt: Expands on several key topics in these areas and presents many of the recent innovations in simulations and risk management, such as advanced option pricing models beyond the Black Scholes paradigm, interest rate models, MCMC methods including stochastic volatility models simulations, model assets and model-free properties, jump diffusion, and state space modeling. Also features: Updates to primary software used throughout the book, Microsoft Office® Excel® VBA New topical coverage on multiple assets, ...
- Từ khóa: risk management; financial management; simulation; pricing model; model asset; interest rate model; Marknov Chain Monte Carlo methods; Sách Q4/2017
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- 396
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