a course notes on quantitative finance 2 个回复 - 1229 次查看
1 Introduction
2 Monte Carlo Simulation
2.1 Random number generation
2.2 Monte Carlo method
2.3 Quasi Monte Carlo simulation
2.4 Pricing American options with Monte Carlo
3 Discretiz ...2017-3-9 23:26 - 天下_布武 - 金融工程(数量金融)与金融衍生品