Handbook in Monte Carlo simulation : applications in financial engineering, risk management, and economics / Paolo Brandimarte.
Material type: TextLanguage: English Series: Financial engineering and econometricsPublisher: Hoboken, NJ : John Wiley & Sons, 2014Description: xvii, 662 páginas : ilustracionesContent type: texto Media type: sin mediación Carrier type: volumenISBN: 9780470531112Subject(s): Método de Montecarlo | Economía -- Modelos matemáticos | Finanzas -- Modelos matemáticosDDC classification: 330.01Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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330 / Z887c Cómo aprender economía : conceptos básicos / | 330 / Z887c Cómo aprender economía : conceptos básicos / | 330.01 / B193e Economic development and growth / | 330.01 / B733h 2014 Handbook in Monte Carlo simulation : applications in financial engineering, risk management, and economics / | 330.01 / E471a 2005 Ahead of the curve : a commonsense guide to forecasting business and market cycles / | 330.01 / EC19 2003 Economía y ética : ensayos en memoria de Jesús Antonio Bejarano / | 330.01 / EC19 2003 Economía y ética : ensayos en memoria de Jesús Antonio Bejarano / |
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.
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