Monte Carlo : methodologies and applications for pricing and risk management /
Andersen, Leif,
Monte Carlo : methodologies and applications for pricing and risk management / Leif Andersen, Jérome Barraquand, John W. Barrett [y otros 35] ; edited by Bruno Dupire - Londres : Risk Books, 1998 - xviii, 348 páginas : ilustraciones y gráficas a blanco y negro ; 30 cm.
Pricing -- American style -- Fixed income -- Var -- Deterministic methods
89933291X
Fijación de precios
Renta fija
332.6323 / / A544m
Monte Carlo : methodologies and applications for pricing and risk management / Leif Andersen, Jérome Barraquand, John W. Barrett [y otros 35] ; edited by Bruno Dupire - Londres : Risk Books, 1998 - xviii, 348 páginas : ilustraciones y gráficas a blanco y negro ; 30 cm.
Pricing -- American style -- Fixed income -- Var -- Deterministic methods
89933291X
Fijación de precios
Renta fija
332.6323 / / A544m
