康奈尔金融工程Monte Carlo Methods in Financial Engineering课程笔记 150 个回复 - 18646 次查看
An overview of Monte Carlo methods as they apply in financial engineering. Generating sample paths. Variance reduction (including quasi random number), discretization, and sensitivities. Applications ...2011-4-12 11:21 - wth1116 - 金融学(理论版)
求Monte Carlo Methods in Financial Engineering 1 个回复 - 812 次查看
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53) [Hardcover]
Paul Glasserman (Author)2014-2-17 11:36 - kingvern - 求助成功区
Monte Carlo Methods in Financial Engineering 1 个回复 - 2729 次查看
关于金融工程中蒙特卡罗模拟方法的一本好书
Monte Carlo Methods in Financial Engineering
springer2003年出版
发表在了计量经济学版面,
链接http://www.pinggu.org/bbs/thread-216040-1-1.html&replyID=216 ...2007-8-1 18:01 - cqhou - 金融学(理论版)
Monte Carlo Methods in Financial Engineering 1 个回复 - 2534 次查看
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
Publisher: SpringerNumber Of Pages: 602Publication Date: 2003-08-07Sales Rank: 12475ISBN / ASI ...2007-6-9 14:24 - zhushiyou - 宏观经济学