Monte Carlo Methods in Finance by Peter Jckel

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Summary

A guide which uses a problem solving approach and shows how to implement Monte Carlo methods, starting from first principles to advanced techniques.

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Monte Carlo Methods in Finance by Peter Jckel

A guide which uses a problem solving approach and shows how to implement Monte Carlo methods, starting from first principles to advanced techniques.
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.
SKU Unavailable
ISBN 13 9780471497417
ISBN 10 047149741X
Title Monte Carlo Methods in Finance
Author Peter Jäckel
Series The Wiley Finance Series
Condition Unavailable
Binding Type Hardback
Publisher John Wiley & Sons Inc
Year published 2002-02-26
Number of pages 240
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.