{"product_id":"monte-carlo-simulation-with-applications-hui-wang-9780367381356","title":"Monte Carlo Simulation with Applications to Finance","description":"\u003cp\u003eDeveloped from the author's course on Monte Carlo simulation at Brown University, this text provides a self-contained introduction to Monte Carlo methods in financial engineering. It covers common variance reduction techniques, the cross-entropy method, and the simulation of diffusion process models. Requiring minimal background in mathematics and finance, the book includes numerous examples of option pricing, risk analysis, and sensitivity analysis as well as many hand-and-paper and MATLAB\u003csup\u003e(R)\u003c\/sup\u003e coding exercises at the end of every chapter. \u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Hui Wang\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0367381354\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780367381356\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e CRC Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 09\/05\/2019\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 292\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.90lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.10h x 6.10w x 0.70d","brand":"Hui Wang","offers":[{"title":"Paperback","offer_id":46974492213503,"sku":"9780367381356","price":84.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_86d87339-9bb3-4316-b973-78b4991e416e.jpg?v=1750875191","url":"https:\/\/www.whiterainbookhouse.com\/products\/monte-carlo-simulation-with-applications-hui-wang-9780367381356","provider":"WR Book House","version":"1.0","type":"link"}