Section: BooksTitle: Handbook in Monte Carlo simulation : applications in financial engineering, risk management, and economics / Paolo BrandimarteAuthor: Brandimarte, PaoloPublication: New Jersey : Wiley, cop. 2014Physical description: XVII, 662 p. ; 26 cm.Notes: Sumario: 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 statisticsMateria / lugar / evento: Modelos matemáticosModelos de simulaciónSimulación Monte CarloMatemática financieraFinanzasOther categories: 937.412Standard numbers: DL 978-0-470-53111-2Rights: In Copyright (InC)Referencias externas: