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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Bibliographic Details
Other Authors: Brandimarte, Paolo, author (author)
Format: eBook
Language:Inglés
Published: Hoboken, New Jersey : Wiley 2014.
Edition:1st edition
Series:Wiley handbooks in financial engineering and econometrics.
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629266806719
Description
Summary: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
Item Description:Description based upon print version of record.
Physical Description:1 online resource (685 p.)
Bibliography:Includes bibliographical references at the end of each chapters and index.
ISBN:9781118594513
9781118593264
9781118593646