Monte Carlo Methods in Financial Engineering

These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.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.

Aceste aplicatii au stimulat, la randul lor, cercetarea noilor metode Monte Carlo si au reinnoit interesul pentru unele tehnici mai vechi. Aceasta carte dezvolta utilizarea metodelor Monte Carlo in finante si, de asemenea, utilizeaza simularea ca vehicul pentru prezentarea modelelor si ideilor din ingineria financiara.