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

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<rdf:Description>
<dc:creator>Brandimarte, Paolo</dc:creator>
<dc:date>2014</dc:date>
<dc:description xml:lang="es">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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/150348.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:publisher>Wiley</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Modelos matemáticos</dc:subject>
<dc:subject xml:lang="es">Modelos de simulación</dc:subject>
<dc:subject xml:lang="es">Simulación Monte Carlo</dc:subject>
<dc:subject xml:lang="es">Matemática financiera</dc:subject>
<dc:subject xml:lang="es">Finanzas</dc:subject>
<dc:type xml:lang="es">Livros</dc:type>
<dc:title xml:lang="es">Handbook in Monte Carlo simulation : applications in financial engineering, risk management, and economics</dc:title>
<dc:format xml:lang="es">XVII, 662 p. ; 26 cm.</dc:format>
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