Description: Monte Carlo Methods in Finance by Peter Jäckel Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description A guide which uses a problem solving approach and shows how to implement Monte Carlo methods, starting from first principles to advanced techniques. Publisher Description 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. Author Biography Peter Jackel currently works at Commerzbank Securities in London as a quant in the front office product development and derivatives modelling group. Prior to that he worked within the NatWest Group/Royal Bank of Scotland Quantitative Research Centre. He started his career in finance with his employment at Nikko Securities London operation. Details ISBN 047149741X ISBN-13 9780471497417 Title Monte Carlo Methods in Finance Author Peter Jäckel Format Hardcover Year 2002 Pages 240 Edition 1st Publisher John Wiley & Sons Inc GE_Item_ID:1295927; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 144.04 USD
Location: Calgary, Alberta
End Time: 2025-02-02T03:44:16.000Z
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Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
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Refund will be given as: Money Back
ISBN-13: 9780471497417
Book Title: Monte Carlo Methods in Finance
Number of Pages: 240 Pages
Language: English
Publication Name: Monte Carlo Methods in Finance
Publisher: Wiley & Sons, Incorporated, John
Publication Year: 2002
Subject: Probability & Statistics / Stochastic Processes, Finance / Financial Engineering, Finance / General, Investments & Securities / Analysis & Trading Strategies, Business Mathematics
Item Height: 0.9 in
Type: Textbook
Item Weight: 20.8 Oz
Subject Area: Mathematics, Business & Economics
Item Length: 9.7 in
Author: Peter Jäckel
Series: The Wiley Finance Ser.
Item Width: 6.5 in
Format: Hardcover
