MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01740cam a22002658i 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
136144 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
ISI Library, Kolkata |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20150923151544.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
131212s2014 nju b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780470531112 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
ISI Library |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
330.01518282 |
| Edition number |
23 |
| Item number |
B818 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Brandimarte, Paolo. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Handbook in Monte Carlo simulation : |
| Remainder of title |
applications in financial engineering, risk management, and economics / |
| Statement of responsibility, etc |
Paolo Brandimarte. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
New Jersey : |
| Name of publisher, distributor, etc |
John Wiley, |
| Date of publication, distribution, etc |
c2014. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xvii, 662 p. ; |
| Other physical details |
illustrations. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Wiley handbooks in financial engineering and econometrics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
1. Introduction to Monte Carlo methods--<br/>2. Numerical integration methods--<br/>3. Stochastic modeling in finance and economics--<br/>4. Estimation and fitting--<br/>5. Random variate generation--<br/>6. Sample path generation for continuous-time models--<br/>7. Output analysis--<br/>8. Variance reduction methods--<br/>9. Low-discrepancy sequences--<br/>10. Optimization--<br/>11. Option pricing--<br/>12. Sensitivity estimation--<br/>13. Risk measurement and management--<br/>14. Markov Chain Monte Carlo and Bayesian Statistics--<br/>References--<br/>Index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Economics |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Monte Carlo method. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |
