康奈尔金融工程MonteCarlo Methods in Financial Engineering课程笔记 150 个回复 - 18646 次查看
An overview of MonteCarlomethods 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)