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Handbook in Monte Carlo Simulation - Applications in Financial Engineering, Risk Management, and Economics

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Handbook in Monte Carlo Simulation - Applications in Financial Engineering, Risk Management, and Economics Paolo Brandimarte
Libristo kod: 02397647
Nakladnici John Wiley & Sons Inc, travanj 2014
Concentrating primarily on easily displayed theories and methodologies of Monte Carlo simulation, th... Cijeli opis
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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.

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Informacije o knjizi

Puni naziv Handbook in Monte Carlo Simulation - Applications in Financial Engineering, Risk Management, and Economics
Autor Paolo Brandimarte
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2014
Broj stranica 688
EAN 9780470531112
ISBN 0470531118
Libristo kod 02397647
Nakladnici John Wiley & Sons Inc
Težina 1348
Dimenzije 189 x 261 x 39

Kategorija

Reference, Information & Interdisciplinary subjects > Research & information: general > Decision theory: general > Risk assessment
Economics, Finance, Business & Management > Finance & accounting > Finance > Insurance & actuarial studies
Mathematics & Science > Mathematics > Applied mathematics > Mathematical modelling
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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