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Advanced Simulation-Based Methods for Optimal Stopping and Control: With Applications in Finance
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Advanced Simulation-Based Methods for Optimal S... 1137033509 Book Cover

Advanced Simulation-Based Methods for Optimal S...

By , ,
Edition Description

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...

Edition Details
Format:Hardcover
Language:English
ISBN:1137033509
Format: Hardcover
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