http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Simulation techniques in financial risk management
xvii, 220 pages : illustrations ; 25 cm.
Brownian motions and Itō's rule -- Black-Scholes model and option pricing -- Generating random variables -- Standard simulations in risk management -- Variance reduction techniques -- Path-dependent options -- Multi-asset options -- Interest rate models -- Markov chain Monte Carlo methods.
Electronic reproduction. Somerset, N.J. : Wiley InterScience, 2006. System requirements: Adobe Acrobat Reader. Mode of access: World Wide Web. Access limited to subscribers. s2006 njun s
Includes bibliographical references (pages 211-215) and index.