Téléchargez le livre : Handbook in Monte Carlo Simulation

Handbook in Monte Carlo Simulation

Applications in Financial Engineering, Risk Management, and Economics

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Éditeur :

Wiley


Collection :

Wiley Handbooks in Financial Engineering and Econometrics

Paru le : 2014-06-20



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Description

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 applicationsof 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 applicationsof Monte Carlo techniques to answer these issues. The book is organized into five parts: introduction andmotivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysisand variance reduction; and applications ranging from option pricing and risk management to optimization.
The Handbook in Monte Carlo Simulation features: An introductory section for basic material on stochastic modeling and estimation aimed at readers who may need a summary or review of the essentials Carefully crafted examples in order to spot potential pitfalls and drawbacks of each approach An accessible treatment of advanced topics such as low-discrepancy sequences, stochastic optimization, dynamic programming, risk measures, and Markov chain Monte Carlo methods Numerous pieces of R code used to illustrate fundamental ideas in concrete terms and encourage experimentation
The Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation.
Pages
688 pages
Collection
Wiley Handbooks in Financial Engineering and Econometrics
Parution
2014-06-20
Marque
Wiley
EAN papier
9780470531112
EAN PDF
9781118593646
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
688
Taille du fichier
31017 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
163,47 €
EAN EPUB
9781118594513
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
688
Taille du fichier
16128 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
163,47 €

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