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1. Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
from Springer
Price: $55.96

Customer Review:
I must admit it is magnificently written book. Not just the main thematical issues but also appendix, where, compared to other similar publications, Girsanov theorem is thoroughly explained. All in all it's
a very useful book for everyone who has some basic information about stochastic... more info

Customer Rating:
4.0 / 5.0


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2. Gradient Estimation Via Perturbation Analysis (The Springer International Series in Engineering and Computer Science) Gradient Estimation Via Perturbation Analysis (The Springer International Series in Engineering and Computer Science)
from Springer
Price: $209.00

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3. Hedging With Trees Advances in Pricing and Risk Managing Derivatives Hedging With Trees Advances in Pricing and Risk Managing Derivatives
from Risk Books
Price: $179.00

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4. Monotone Structure in Discrete-Event Systems (Wiley Series in Probability and Statistics) Monotone Structure in Discrete-Event Systems (Wiley Series in Probability and Statistics)
from Wiley-Interscience
Price: $157.95

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5. Monte Carlo Methods in Financial Engineering Monte Carlo Methods in Financial Engineering
from Springer Verlag

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6. Stochastic Networks (Lecture Notes in Statistics) Stochastic Networks (Lecture Notes in Statistics)
from Springer
Price: $84.95

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7. [no image] Arbitrage-free discretization of lognormal forward libor and swap rate models (PaineWebber working paper series in money, economics and finance)
from Columbia Business School, Columbia University

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8. [no image] Asymptotically optimal importance sampling and stratification for pricing path-dependent options (Research report RC. International Business Machines Corporation. Research Division)
from IBM T.J. Watson Research Center

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9. [no image] Efficient Monte Carlo methods for value-at-risk (Research report / International Business Machines Corporation. Research Division)
from IBM T.J. Watson Research Center

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10. [no image] Gaussian importance sampling & stratification: Computational issues (Research report RC. International Business Machines Corporation. Research Division)
from IBM T.J. Watson Research Center

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