LDR | | | 00000cam a22000004b 4500 |
001 | | | MAP20140047642 |
003 | | | MAP |
005 | | | 20150116144321.0 |
008 | | | 150116s2014 esp|||| ||| ||spa d |
017 | | | $a978-0-470-53111-2 |
040 | | | $aMAP$bspa$dMAP |
084 | | | $a937.412 |
100 | 1 | | $0MAPA20150004093$aBrandimarte, Paolo |
245 | 1 | 0 | $aHandbook in Monte Carlo simulation$b: applications in financial engineering, risk management, and economics$cPaolo Brandimarte |
260 | | | $aNew Jersey$bWiley$ccop. 2014 |
300 | | | $aXVII, 662 p.$c26 cm. |
520 | | | $aIntroduction to Monte Carlo Methods -- Numerical integration methods -- Stochastic modeling in finance and economics -- Estimation and fitting -- Random variate generation -- Sample path generation for continuous-time models -- Output analysis -- Variance reduction methods -- Low-discrepancy sequences -- Optimization -- Option pricing -- Sensitivity estimation -- Risk measurement and management -- Markov chain Monte Carlo and Bayesian statistics |
650 | | 4 | $0MAPA20080592042$aModelos matemáticos |
650 | | 4 | $0MAPA20080602642$aModelos de simulación |
650 | | 4 | $0MAPA20080608606$aSimulación Monte Carlo |
650 | | 4 | $0MAPA20080602444$aMatemática financiera |
650 | | 4 | $0MAPA20080547271$aFinanzas |
856 | | | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |