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Handbook in Monte Carlo simulation : applications in financial engineering, risk management, and economics

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MARC record
Tag12Value
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
1001 ‎$0‎MAPA20150004093‎$a‎Brandimarte, Paolo
24510‎$a‎Handbook in Monte Carlo simulation‎$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