Handbook in Monte Carlo simulation : applications in financial engineering, risk management, and economics
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<abstract displayLabel="Summary">Introduction 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</abstract>
<note type="statement of responsibility">Paolo Brandimarte</note>
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