Name: Handbook In Monte Carlo Simulation: Applications In Financial Engineering, Risk Management, And Economics
SKU: 40654394
Price: 185.42 EUR
Availability: InStock
Author: Paolo Brandimarte

portada Handbook In Monte Carlo Simulation: Applications In Financial Engineering, Risk Management, And Economics

Handbook In Monte Carlo Simulation: Applications In Financial Engineering, Risk Management, And Economics

Type

Physical Book

Publisher

Wiley

Author

Paolo Brandimarte

Topic

Econometric, Statistical Methods

Pages

688

Format

Cloth

Dimensions

17.78 x 25.40 cm.

ISBN

0470531118

ISBN13

9780470531112

Synopsis "Handbook In Monte Carlo Simulation: Applications In Financial Engineering, Risk Management, 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 The Field, The Handbook Illustrates The Challenges Confronting Present - Day Financial Practitioners And Provides Various Applications Of Monte Carlo Techniques To Answer These Issues. The Book Is Organized Into Five Parts: Introduction And Motivation; Input Analysis, Modeling, And Estimation; Random Variate And Sample Path Generation; Output Analysis And Variance Reduction; Applications Ranging From Option Pricing And Risk Management To Optimization