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

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 tim...

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Detalles Bibliográficos
Otros Autores: Brandimarte, Paolo, author (author)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Hoboken, New Jersey : Wiley 2014.
Edición:1st edition
Colección:Wiley handbooks in financial engineering and econometrics.
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629266806719
Descripción
Sumario: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
Notas:Description based upon print version of record.
Descripción Física:1 online resource (685 p.)
Bibliografía:Includes bibliographical references at the end of each chapters and index.
ISBN:9781118594513
9781118593264
9781118593646