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Simulation and Monte Carlo with aplications in finance and MCMC

MARC record
Tag12Value
LDR  00000nam a2200000 i 4500
001  MAP20070042536
003  MAP
005  20080417191231.0
008  070517s2007 gbr 000|0eng
020  ‎$a‎978-0-470-85494-5
040  ‎$a‎MAP‎$b‎spa
084  ‎$a‎937.412
1001 ‎$0‎MAPA20080261894‎$a‎Dagpunar, John Selim
24510‎$a‎Simulation and Monte Carlo with aplications in finance and MCMC‎$c‎John Selim Dagpunar
260  ‎$a‎West Sussex‎$b‎John Wiley & Sons Limited‎$c‎2007
300  ‎$a‎XIV, 333 p.‎$c‎24 cm
5208 ‎$a‎Introduction 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.
650 1‎$0‎MAPA20080602642‎$a‎Modelos de simulación
65011‎$0‎MAPA20080608606‎$a‎Simulación Monte Carlo
65011‎$0‎MAPA20080547271‎$a‎Finanzas
65011‎$0‎MAPA20080592042‎$a‎Modelos matemáticos
650 1‎$0‎MAPA20080602444‎$a‎Matemática financiera
65011‎$0‎MAPA20080554156‎$a‎Ejercicios
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