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Monte Carlo Methodologies and Applications for Pricing and Risk Management
Incisive Media, Nov 1999, Pages: 340
A core reference of classic research and new writing on the methodologies and applications of Monte Carlo simulation
- An edited collection of new writing and reference papers structured to provide a unique routemap
- Selected and introduced by leading practitioner and theoretician, Bruno Dupire
- Covers pricing, Monte Carlo methodologies, yield curves models, fixed income and generalities
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