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 time...

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Bibliographic Details
Main Author: Brandimarte, Paolo
Format: eBook
Language:English
Published: Hoboken, New Jersey John Wiley & Sons 2014
Series:Financial engineering and econometrics
Subjects:
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
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
Physical Description:1 online resource
ISBN:9780470531112
1118593642
9781118593646
9781118593615
111859326X
9781118594513
1118594517
9781118593264
0470531118
1306892953
9781306892957
1118593618