Presents the very latest applications of probability modelling to derivatives pricing and risk management Brings new approaches and applications to the quant's toolkit - Monte Carlo simulations are the bedrock of much of the quantitative practitioners work and this book presents a core quant topic Leading researchers Schoenmakers and Belomestny are well regarded for their research in stochastics and probability theory - this book will be well received by the community
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Presents the very latest applications of probability modelling to derivatives pricing and risk management Brings new approaches and applications to the quant's toolkit - Monte Carlo simulations are the bedrock of much of the quantitative practitioners work and this book presents a core quant topic Leading researchers Schoenmakers and Belomestny are well regarded for their research in stochastics and probability theory - this book will be well received by the community
Read Less
