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Simulation and Monte Carlo with aplications in finance and MCMC

Section: Books
Title: Simulation and Monte Carlo with aplications in finance and MCMC / John Selim DagpunarAuthor: Dagpunar, John Selim
Publication: West Sussex : John Wiley & Sons Limited, 2007Physical description: XIV, 333 p. ; 24 cmNotes: 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.Materia / lugar / evento: Modelos de simulación Simulación Monte Carlo Finanzas Modelos matemáticos Matemática financiera Ejercicios Other categories: 937.412Standard numbers: ISBN 978-0-470-85494-5
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FUNDACIÓN MAPFRE. Centro de Documentación
FUNDACIÓN MAPFRE. Centro de Documentación
FUNDACIÓN MAPFRE. Centro de Documentación — Signature: 937.412 DAG SIM — Record number: 041558
Loan: AvailableAvailable