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Item Details
| Title:
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HANDBOOK IN MONTE CARLO SIMULATION
APPLICATIONS IN FINANCIAL ENGINEERING, RISK MANAGEMENT, AND ECONOMICS |
| By: |
Paolo Brandimarte |
| Format: |
Hardback |
| List price:
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£128.95 |
| Our price: |
£116.06 |
| Discount: |
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| You save:
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£12.89 |
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| ISBN 10: |
0470531118 |
| ISBN 13: |
9780470531112 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
JOHN WILEY AND SONS LTD |
| Pub. date: |
5 May, 2014 |
| Series: |
Wiley Handbooks in Financial Engineering and Econometrics |
| Pages: |
688 |
| Description: |
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 applications of Monte Carlo methods in financial engineering and economics. |
| Synopsis: |
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: * An introductory section for basic material on stochastic modeling and estimation aimed at readers who may need a summary or review of the essentials * Carefully crafted examples in order to spot potential pitfalls and drawbacks of each approach * An accessible treatment of advanced topics such as low-discrepancy sequences, stochastic optimization, dynamic programming, risk measures, and Markov chain Monte Carlo methods * Numerous pieces of R code used to illustrate fundamental ideas in concrete terms and encourage experimentation 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. |
| Publication: |
US |
| Imprint: |
Wiley-Blackwell |
| Returns: |
Returnable |
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