Centro de Documentacion de Fundación MAPFRE - Simulation and Monte Carlo with aplications in finance and MCMC

MAP20070042536

Simulation and Monte Carlo with aplications in finance and MCMC / John Selim Dagpunar. — West Sussex : John Wiley & Sons Limited, 2007

XIV, 333 p. ; 24 cm

Introduction to simulation and Monte Carlo -- Uniform random numbers -- General methods for generating random variates -- Generation of variates from standard distributions -- Variance reduction -- Simulation and finance -- Discrete event simulation -- Markov chain Monte Carlo -- Solutions

ISBN 978-0-470-85494-5

1. Modelos de simulación . 2. Simulación Monte Carlo . 3. Finanzas . 4. Modelos matemáticos . 5. Matemática financiera . 6. Ejercicios . I. Title.

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signature: 937.412 DAG SIM — Record number: 041558

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