Simulation and Monte Carlo with aplications in finance and MCMC
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<title>Simulation and Monte Carlo with aplications in finance and MCMC</title>
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<namePart>Dagpunar, John Selim</namePart>
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<publisher>John Wiley & Sons Limited</publisher>
<dateIssued>2007</dateIssued>
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<abstract>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.</abstract>
<note type="statement of responsibility">John Selim Dagpunar</note>
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<topic>Modelos de simulación</topic>
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<topic>Simulación Monte Carlo</topic>
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<topic>Finanzas</topic>
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<topic>Modelos matemáticos</topic>
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<topic>Matemática financiera</topic>
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<topic>Ejercicios</topic>
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