TY  - BOOK
AU  - Brandimarte,Paolo
TI  - Handbook in Monte Carlo simulation: applications in financial engineering, risk management, and economics 
T2  - Wiley handbooks in financial engineering and econometrics
SN  - 9780470531112 
U1  - 330.01518282 23
PY  - 2014///
CY  - New Jersey :   
PB  - John Wiley
KW  - Finance
KW  - Mathematical models
KW  - Economics
KW  - Monte Carlo method
N1  - Includes bibliographical references and index; 1. Introduction to Monte Carlo methods--
2. Numerical integration methods--
3. Stochastic modeling in finance and economics--
4. Estimation and fitting--
5. Random variate generation--
6. Sample path generation for continuous-time models--
7. Output analysis--
8. Variance reduction methods--
9. Low-discrepancy sequences--
10. Optimization--
11. Option pricing--
12. Sensitivity estimation--
13. Risk measurement and management--
14. Markov Chain Monte Carlo and Bayesian Statistics--
References--
Index
N2  - This book 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
ER  -