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

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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 (Author)
Format: eBook
Language:English
Published: Hoboken, New Jersey : Wiley, [2014]
Series:Wiley handbooks in financial engineering and econometrics.
Subjects:
Finance > Mathematical models.
Economics > Mathematical models.
Monte Carlo method.
BUSINESS & ECONOMICS / Economics / General.
BUSINESS & ECONOMICS / Reference.
Electronic books.
Online Access:Connect to the full text of this electronic book
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 (xvii, 662 pages) : illustrations.
Bibliography:Includes bibliographical references and index.
ISBN:9781118593264 (electronic bk.)
111859326X (electronic bk.)
9781118593646 (electronic bk.)
1118593642 (electronic bk.)