Handbook in Monte Carlo simulation : applications in financial engineering, risk management, and economics /
Brandimarte, Paolo
Handbook in Monte Carlo simulation : applications in financial engineering, risk management, and economics / Paolo Brandimarte. - xvii, 662 páginas : ilustraciones. - Financial engineering and econometrics .
Incluye referencias bibliográficas e índice.
1. Introduction to Monte Carlo Methods ; 2. Numerical Integration Methods ; 3. Stochastic Modeling in Finance and Economics ; 4. Estimation and Fitting ; 5. Random Variate Generation ; 6. Sample Path Generation for Continuous-Time Models ; 7. Output Analysis ; 8. Variance Reduction Methods ; 9. Low-Discrepancy Sequences ; 10. Optimization.
An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applications of Monte Carlo methods in financial engineering and economics. Written by an international leading expert in thefield, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applications of Monte Carlo techniques to.
9780470531112
Método de Montecarlo.
Economía--Modelos matemáticos.
Finanzas--Modelos matemáticos.
330.01 / B733h 2014
Handbook in Monte Carlo simulation : applications in financial engineering, risk management, and economics / Paolo Brandimarte. - xvii, 662 páginas : ilustraciones. - Financial engineering and econometrics .
Incluye referencias bibliográficas e índice.
1. Introduction to Monte Carlo Methods ; 2. Numerical Integration Methods ; 3. Stochastic Modeling in Finance and Economics ; 4. Estimation and Fitting ; 5. Random Variate Generation ; 6. Sample Path Generation for Continuous-Time Models ; 7. Output Analysis ; 8. Variance Reduction Methods ; 9. Low-Discrepancy Sequences ; 10. Optimization.
An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applications of Monte Carlo methods in financial engineering and economics. Written by an international leading expert in thefield, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applications of Monte Carlo techniques to.
9780470531112
Método de Montecarlo.
Economía--Modelos matemáticos.
Finanzas--Modelos matemáticos.
330.01 / B733h 2014
