Monte Carlo Methods in Financial Engineering
- ÜRÜNÜN BULUNDUĞU ŞUBELERİMİZ
- Boğaziçi Üniversitesi
The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential.
The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry.