Skip to content

Monte Carlo Simulation with Applications to Finance
Stock Photo: Cover May Be Different

Monte Carlo Simulation with Applications to Finance Hardcover - 2012 - 1st Edition

by Hui Wang


Details

  • Title Monte Carlo Simulation with Applications to Finance
  • Author Hui Wang
  • Binding Hardcover
  • Edition number 1st
  • Edition 1
  • Pages 292
  • Volumes 1
  • Language ENG
  • Publisher CRC Press
  • Date 2012-05-30
  • ISBN 9781439858240 / 1439858241
  • Weight 1.3 lbs (0.59 kg)
  • Dimensions 9.21 x 6.14 x 0.69 in (23.39 x 15.60 x 1.75 cm)
  • Themes
    • Aspects (Academic): Science/Technology Aspects
  • Library of Congress subjects Monte Carlo method, Finance - Mathematical methods
  • Library of Congress Catalog Number 2012016086
  • Dewey Decimal Code 332.015

About the author

Hui Wang is an associate professor in the Division of Applied Mathematics at Brown University. He earned a Ph.D. in statistics from Columbia University. His research and teaching cover Monte Carlo simulation, mathematical finance, probability and statistics, and stochastic optimization.

Back to Top

More Copies for Sale

Monte Carlo Simulation with Applications to Finance (Chapman & Hall/Crc Financial Mathematics)...
Stock Photo: Cover May Be Different

Monte Carlo Simulation with Applications to Finance (Chapman & Hall/Crc Financial Mathematics) [??????] Wang, Hui

by Author

  • New
Condition
New
ISBN 10 / ISBN 13
9781439858240 / 1439858241
Quantity Available
1
Seller
Bangkok , Thailand
Seller rating:
This seller has earned a 3 of 5 Stars rating from Biblio customers.
Item Price
$76.45
$10.00 shipping to USA

Show Details

Description:
New. Never used book
Item Price
$76.45
$10.00 shipping to USA
Monte Carlo Simulation with Applications to Finance
Stock Photo: Cover May Be Different

Monte Carlo Simulation with Applications to Finance

by Hui Wang

  • Used
  • Hardcover
Condition
Used
Binding
Hardcover
ISBN 10 / ISBN 13
9781439858240 / 1439858241
Quantity Available
1
Seller
Woodside, New York, United States
Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Item Price
$167.08
$3.99 shipping to USA

Show Details

Description:
Taylor & Francis Group , pp. 294 . Hardback. Used.
Item Price
$167.08
$3.99 shipping to USA
Monte Carlo Simulation with Applications to Finance
Stock Photo: Cover May Be Different

Monte Carlo Simulation with Applications to Finance

by Wang, Hui (Author)

  • New
  • Hardcover
Condition
New
Binding
Hardcover
ISBN 10 / ISBN 13
9781439858240 / 1439858241
Quantity Available
1
Seller
Exeter, Devon, United Kingdom
Seller rating:
This seller has earned a 4 of 5 Stars rating from Biblio customers.
Item Price
$261.88
$12.71 shipping to USA

Show Details

Description:
Chapman & Hall, 2012. Hardcover. New. 1st edition. 256 pages. 9.70x9.50x0.90 inches.
Item Price
$261.88
$12.71 shipping to USA
Monte Carlo Simulation with Applications to Finance
Stock Photo: Cover May Be Different

Monte Carlo Simulation with Applications to Finance

by Hui Wang

  • New
  • Hardcover
Condition
New
Binding
Hardcover
ISBN 10 / ISBN 13
9781439858240 / 1439858241
Quantity Available
244
Seller
Uxbridge, Greater London, United Kingdom
Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Item Price
$268.38
$10.16 shipping to USA

Show Details

Description:
Hard Cover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; The Monte Carlo Simulation with Applications to Finance.
Item Price
$268.38
$10.16 shipping to USA
Monte Carlo Simulation with Applications to Finance (Chapman & Hall/Crc Financial Mathematics)
Stock Photo: Cover May Be Different

Monte Carlo Simulation with Applications to Finance (Chapman & Hall/Crc Financial Mathematics)

by Wang, Hui [Editor]

  • New
  • Hardcover
Condition
New
Binding
Hardcover
ISBN 10 / ISBN 13
9781439858240 / 1439858241
Quantity Available
5
Seller
campbelltown, Florida, United States
Seller rating:
This seller has earned a 1 of 5 Stars rating from Biblio customers.
Item Price
$290.00
$15.00 shipping to USA

Show Details

Description:
Chapman and Hall/CRC. hardcover. New. 6x0x9. Brand New Book in Publishers original Sealing
Item Price
$290.00
$15.00 shipping to USA
Monte Carlo Simulation with Applications to Finance
Stock Photo: Cover May Be Different

Monte Carlo Simulation with Applications to Finance

by Hui Wang

  • New
  • Hardcover
Condition
New
Binding
Hardcover
ISBN 10 / ISBN 13
9781439858240 / 1439858241
Quantity Available
10
Seller
New Delhi, Andaman and Nicobar Islands, India
Seller rating:
This seller has earned a 3 of 5 Stars rating from Biblio customers.
Item Price
$341.74
$14.99 shipping to USA

Show Details

Description:
Routledge, 2012. Hardcover. New.
Item Price
$341.74
$14.99 shipping to USA
Monte Carlo Simulation with Applications to Finance
Stock Photo: Cover May Be Different

Monte Carlo Simulation with Applications to Finance

by Hui Wang

  • New
  • Hardcover
Condition
New
Binding
Hardcover
ISBN 10 / ISBN 13
9781439858240 / 1439858241
Quantity Available
10
Seller
New Delhi, India
Seller rating:
This seller has earned a 2 of 5 Stars rating from Biblio customers.
Item Price
$341.74
$14.99 shipping to USA

Show Details

Description:
Routledge, 2012. Hardcover. New.
Item Price
$341.74
$14.99 shipping to USA
Monte Carlo Simulation with Applications to Finance (Chapman and Hall/CRC Financial Mathematics...
Stock Photo: Cover May Be Different

Monte Carlo Simulation with Applications to Finance (Chapman and Hall/CRC Financial Mathematics Series)

by Hui Wang

  • Used
Condition
Used
ISBN 10 / ISBN 13
9781439858240 / 1439858241
Quantity Available
1
Seller
Narashino, Japan
Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Item Price
$39.60
$9.90 shipping to USA

Show Details

Description:
Shipping from Japan via registered mail.Developed from the author's course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applications to Finance provides a self-contained introduction to Monte Carlo methods in financial engineering. It is suitable for advanced undergraduate and graduate students taking a one-semester course or for practitioners in the financial industry.The author first presents the necessary mathematical tools for simulation, arbitrary free option pricing, and the basic implementation of Monte Carlo schemes. He then describes variance reduction techniques, including control variates, stratification, conditioning, importance sampling, and cross-entropy. The text concludes with stochastic calculus and the simulation of diffusion processes. Only requiring some familiarity with probability and statistics, the book keeps much of the mathematics at an informal level and avoids technical measure-theoretic jargon to provide a practical understanding… Read More
Item Price
$39.60
$9.90 shipping to USA