Monte Carlo methods in financial engineering (Record no. 56793)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01692 a2200253 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220710b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781441918222 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519 |
| Item number | GLA |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Glasserman, Paul |
| 245 ## - TITLE STATEMENT | |
| Title | Monte Carlo methods in financial engineering |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc | Springer Science, |
| Date of publication, distribution, etc | 2003. |
| Place of publication, distribution, etc | New York: |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiii, 596p.; |
| Other physical details | pbk; |
| Dimensions | 24cm. |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Applications in mathematics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes reference and index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.<br/><br/>This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios<br/><br/>https://link.springer.com/book/10.1007/978-0-387-21617-1 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Financial engineering |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Monte Carlo method |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Derivative securities |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematical statistics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Operations research |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economics |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Barcode | Date last seen | Copy number | Cost, replacement price | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | General | IIT Gandhinagar | IIT Gandhinagar | 08/07/2022 | Himanshu Book | 0.00 | 519 GLA | 031616 | 08/07/2022 | 1 | 4819.07 | Books |
