Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics Contributor(s): Brandimarte, Paolo (Author) |
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ISBN: 0470531118 ISBN-13: 9780470531112 Publisher: Wiley OUR PRICE: $158.60 Product Type: Hardcover - Other Formats Published: May 2014 |
Additional Information |
BISAC Categories: - Business & Economics | Econometrics - Business & Economics | Insurance - Risk Assessment & Management - Business & Economics | Finance - General |
Dewey: 330.015 |
LCCN: 2013047832 |
Series: Wiley Handbooks in Financial Engineering and Econometrics |
Physical Information: 1.5" H x 7.1" W x 10.1" (2.95 lbs) 688 pages |
Descriptions, Reviews, Etc. |
Publisher Description: An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in financial engineering and economics. Written by an international leading expert in thefield, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applicationsof Monte Carlo techniques to answer these issues. The book is organized into five parts: introduction andmotivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysisand variance reduction; and applications ranging from option pricing and risk management to optimization. The Handbook in Monte Carlo Simulation features:
The Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation. |