Monte Carlo Methods in Finance: Mastering Stochastic Simulation for Quantitative Finance
Monte Carlo Methods in Finance: Mastering Stochastic Simulation for Quantitative Finance: A Hands-On Guide to Simulating Risk, Pricing Derivatives, and Modeling Uncertainty in Financial Markets by Hayden Van Der Post, Reactive Publishing, Danny Munrow
English | May 14, 2025 | ISBN: N/A | ASIN: B0F8RGL6KK | 647 pages | EPUB | 0.66 Mb
English | May 14, 2025 | ISBN: N/A | ASIN: B0F8RGL6KK | 647 pages | EPUB | 0.66 Mb
Reactive Publishing
In Monte Carlo Methods in Finance, Hayden Van Der Post delivers a cutting-edge, hands-on guide to mastering stochastic modeling for financial applications. This definitive text takes readers deep into the heart of probabilistic simulations—arming quants, analysts, and financial engineers with the tools to price complex derivatives, stress-test portfolios, and model real-world risk with precision.
Explore:
- Real-world case studies from trading desks and risk teams
- Advanced variance reduction techniques for faster, more accurate results
- Simulation strategies for derivatives pricing, VaR, and exotic options
- Robust frameworks for evaluating financial instruments under uncertainty
Monte Carlo isn’t just a method—it’s your competitive edge.