[下载]Monte Carlo Methods in Finance by Peter Jackel (24M)

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<p>Monte Carlo Methods in Finance <br/>by Peter Jackel</p><p>Wiley, John & Sons, Incorporated<br/>Pub. Date: March 2002</p><p>Series: The Wiley Finance Series 5</p><p>Table of Contents<br/> Preface  <br/> Acknowledgements  <br/> Mathematical Notation  <br/>1 Introduction 1 <br/>2 The Mathematics Behind Monte Carlo Methods 5 <br/>3 Stochastic Dynamics 23 <br/>4 Process-driven Sampling 31 <br/>5 Correlation and Co-movement 41 <br/>6 Salvaging a Linear Correlation Matrix 59 <br/>7 Pseudo-random Numbers 67 <br/>8 Low-discrepancy Numbers 77 <br/>9 Non-uniform Variates 99 <br/>10 Variance Reduction Techniques 111 <br/>11 Greeks 139 <br/>12 Monte Carlo in the BGM/J Framework 159 <br/>13 Non-recombining Trees 183 <br/>14 Miscellanea 201 <br/> Bibliography 213 <br/> Index 219 </p><p> 265076.pdf (24.44 MB, 需要: 5 个论坛币)

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[下载]Monte Carlo Methods in Finance by Peter Jackel (24M)
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关键词：Monte Carlo Methods Finance Jackel Financ Series Matrix Peter

这本书好普遍,不过还是想看看

hao a 

好东西！

定！！！

好书，公式很多:-)

好东西，支持一下

好, 谢谢分享

谢谢楼主！

谢谢楼主分享 好书

据说很实用，看看先！