Presents the very latest applications of probability modelling to derivatives pricing and risk management Brings new approaches and applications to the quant's toolkit - Monte Carlo simulations are the bedrock of much of the quantitative practitioners work and this book presents a core quant topic Leading researchers Schoenmakers and Belomestny are well regarded for their research in stochastics and probability theory - this book will be well received by the community
Read More
Presents the very latest applications of probability modelling to derivatives pricing and risk management Brings new approaches and applications to the quant's toolkit - Monte Carlo simulations are the bedrock of much of the quantitative practitioners work and this book presents a core quant topic Leading researchers Schoenmakers and Belomestny are well regarded for their research in stochastics and probability theory - this book will be well received by the community
Read Less
Add this copy of Advanced Simulation-Based Methods for Optimal Stop to cart. $108.83, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2018 by Palgrave MacMillan.
Add this copy of Advanced Simulation-Based Methods for Optimal Stopping to cart. $219.64, new condition, Sold by Just one more Chapter rated 4.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 2018 by Palgrave Macmillan.