Brandimarte Paolo: Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics
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Жанр : Wiley
Издательство : Wiley
Год издания : 2014
Аннотация:
Concentrating primarily on easily displayed theories and methodologies of Monte Carlo simulation, this authoritative book goes wider and deeper than any other and includes timely applications to the fields of financial engineering, risk management, and economics. Written by a well-known, international expert in the field, the book includes topics such as random number and variate generation, input modeling with real data analysis for adequate fit, Bayesian MCMC, and more. It is a handy reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering.