MAP20140047642Brandimarte, PaoloHandbook in Monte Carlo simulation : applications in financial engineering, risk management, and economics / Paolo Brandimarte. — New Jersey : Wiley, cop. 2014XVII, 662 p. ; 26 cm.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 statistics