Monte Carlo Methods in Financial Engineering [1 ed.] 0387004513, 9780387004518

Monte Carlo methods in financial engineering [1 ed.] 0387004513, 9780387004518

Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. Thes

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Monte Carlo and Quasi-Monte Carlo Methods 2004 3540255419, 9783540255413

This volume represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Car

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Monte Carlo Methods in Finance 9780471497417, 047149741X

I read and then reread Peter Jackel's book on Monte Carlo methods in finance, hoping to get more out of it with the

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Monte Carlo methods 9789811329708, 9789811329715

541 57 9MB Read more

Monte Carlo and quasi-Monte Carlo methods, MCQMC 2018, Rennes 9783030434649, 9783030434656

395 27 6MB Read more

Monte Carlo and Quasi-Monte Carlo Methods 2012 9783642410949, 9783642410956, 3642410944

454 94 7MB Read more

Monte Carlo

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Hamiltonian Monte Carlo Methods in Machine Learning 9780443190353

Hamiltonian Monte Carlo Methods in Machine Learning introduces methods for optimal tuning of HMC parameters, along with

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Monte Carlo Methods in Statistical Physics 0198517971, 9780198517979, 9780585484006, 0198517963

An up-to-date introduction to Monte Carlo simulations in classical statistical physics. Covers both equilibrium and out

454 5 8MB Read more

Monte Carlo methods in finance 9780471497417, 0-471-49741-X

"There is no book on the market to compare with Dr J?ckel's. All the techniques, the tricks, the pitfalls of t

403 58 6MB Read more