TY  - BOOK
AU  - Brandimarte,Paolo
TI  - Handbook in Monte Carlo simulation: applications in financial engineering, risk management, and economics 
T2  - Financial engineering and econometrics
SN  - 9780470531112
U1  - 330.01 
PY  - 2014///
CY  - Hoboken, NJ
PB  - John Wiley & Sons
KW  - Método de Montecarlo
KW  - Economía
KW  - Modelos matemáticos
KW  - Finanzas
N1  - 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
N2  - 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
ER  -