John Schoenmakers – författare
Visar alla böcker från författaren John Schoenmakers. Handla med fri frakt och snabb leverans.
5 produkter
Robust Libor Modelling and Pricing of Derivative Products
E-bok, 2005
1022 kr
Lägg i varukorg
One of Riskbook.com''s Best of 2005 - Top Ten Finance Books The Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the …
Robust Libor Modelling and Pricing of Derivative Products
E-bok, 2005
1000 kr
Lägg i varukorg
One of Riskbook.com''s Best of 2005 - Top Ten Finance Books The Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the …
Advanced Simulation-Based Methods for Optimal Stopping and Control
With Applications in Finance
Av Denis Belomestny, John Schoenmakers
Inbunden, 2018
1205 kr
Lägg i varukorg
This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of …
Advanced Simulation-Based Methods for Optimal Stopping and Control
With Applications in Finance
Av John Schoenmakers, Denis Belomestny
E-bok, 2018
1686 kr
Lägg i varukorg
This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of …
Robust Libor Modelling and Pricing of Derivative Products
Inbunden, 2005
3223 kr
Lägg i varukorg
One of Riskbook.com's Best of 2005 - Top Ten Finance BooksThe Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem. Also the respective …
