Handbook in Monte Carlo simulation :
xvii, 662 p. ; illustrations. - (Wiley handbooks in financial engineering and econometrics ) Content notes : 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. Economics - Mathematical models. Monte Carlo method.
