<P><B><FONT size=3><a href="http://www.amazon.com/gp/reader/047149741X/ref=sib_dp_pt/002-9097004-5288068#reader-link" target="_blank" ><IMG src="http://images.amazon.com/images/P/047149741X.01._BO2,204,203,200_PIsitb-dp-500-arrow,TopRight,45,-64_AA240_SH20_SCLZZZZZZZ_.jpg" border=0></A></FONT></B></P>
<P><B><FONT size=3>Monte Carlo Methods in Finance (Hardcover)
</FONT></B>by <a href="http://www.amazon.com/exec/obidos/search-handle-url/index=books&field-author-exact=Peter%20Jaeckel&rank=-relevance%2C%2Bavailability%2C-daterank/002-9097004-5288068" target="_blank" ><FONT color=#003399>Peter Jaeckel</FONT></A></P>
<P><B><FONT color=#cc6600 size=3>Editorial Reviews
</FONT></B></P>
<DIV class=content><B>Book Description</B>
An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available.
The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples.

<B>Book Info</B>
This text adopts a practical flavor throughout, the emphasis being on financial modeling and derivatives pricing. Provides a detailed explanation of the theoretical foundations of the various methods and algorithms presented.
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<DIV class=content><B>Publisher:</B> John Wiley & Sons; Book & CD edition </DIV></LI>
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<DIV class=content><B>Language:</B> English</DIV></LI>
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<DIV class=content><B>ISBN:</B> 047149741X </DIV></LI>
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<DIV class=content>2002</DIV></LI>
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<DIV class=content>232 Pages, </DIV></LI>
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<DIV class=content>PDF</DIV></LI>
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<DIV class=content>24.3MB</DIV></LI></UL>
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<P align=center><FONT color=#e6421a size=4>Peter Jaeckel: Monte Carlo Methods in Finance</FONT></P>
<P>(Official, 2002, 232 Pages, DJUV, 5.59MB, Wiley)</P>
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[此贴子已经被作者于2005-9-19 11:20:23编辑过]