TY  - BOOK
AU  - McLeish,Don L.
ED  - ebrary, Inc.
TI  - Monte Carlo simulation and finance
T2  - Wiley finance series
AV  - HG6024.3 .M357 2005eb
U1  - 332.64/5/0151828 22
PY  - 2005///
CY  - Hoboken, NJ
PB  - J. Wiley
KW  - Financial futures
KW  - Monte Carlo method
KW  - Options (Finance)
KW  - Electronic books
KW  - local
N1  - Includes bibliographical references (p. 375-381) and index; Some basic theory of finance -- Basic Monte Carlo methods -- Variance reduction techniques -- Simulating the value of options -- Quasi-Monte Carlo multiple integration -- Estimation and calibration -- Sensitivity analysis, estimating derivatives and the Greeks -- Other methods and conclusions; Electronic reproduction; Palo Alto, Calif.; ebrary; 2013; Available via World Wide Web; Access may be limited to ebrary affiliated libraries
UR  - http://site.ebrary.com/lib/welingkar/Doc?id=10114171
ER  -