BOOKS - BUSINESS AND ECONOMICS - Применение методов Монте-Карло в финансах...
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928968
928968
Применение методов Монте-Карло в финансах
Author: Питер Джекел
Year: 2004
Number of pages: 263
Format: PDF
File size: 12 MB
Language: RU
Year: 2004
Number of pages: 263
Format: PDF
File size: 12 MB
Language: RU
Monte Carlo methods are a fascinating branch of modern mathematics and statistical numerical experiments. They allow us to estimate values about which we know only the form of distribution of their probability. One obvious example of such values is the price dynamics of assets in financial markets, such as stocks, currencies, futures and options.