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Monte Carlo Methods in Financial Engineering : 53

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Type: Books
Status: 想读
Domain: Quant
Category: 定价理论、随机分析与金融工程
Source: book.douban.com
Vault note: library/books/quant/Monte-Carlo-Methods-in-Financial-Engineering-53-9b6c3b317fde53fb.md

Monte Carlo Methods in Financial Engineering : 53 关注金融工程中的数值计算、模拟、校准和编程实现，帮助把定价模型落到代码和实验。

适合把数学公式转成可运行的定价/回测工具，尤其适合和 Python 或 MATLAB 实践结合。

Paul Glasserman；2003-8-7。

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