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

• Main Author: Brandimarte, Paolo
• Format: eBook
• Language: English
• Published: Hoboken, New Jersey : John Wiley & Sons, [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.
• Physical Description: 1 online resource.
• Bibliography: Includes bibliographical references and index.
• ISBN: 9781118594513; 1118594517; 9781118593646; 1118593642; 9781118593615; 1118593618; 9781118593264; 111859326X; 0470531118; 9780470531112; 9781306892957; 1306892953
• DOI: 10.1002/9781118593264

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.