000			01740cam a22002658i 4500
001			136144
003			ISI Library, Kolkata
005			20150923151544.0
008			131212s2014 nju b 001 0 eng
020			_a9780470531112
040			_aISI Library
082	0	0	_a330.01518282 _223 _bB818
100	1		_aBrandimarte, Paolo.
245	1	0	_aHandbook in Monte Carlo simulation : _bapplications in financial engineering, risk management, and economics / _cPaolo Brandimarte.
260			_aNew Jersey : _bJohn Wiley, _cc2014.
300			_axvii, 662 p. ; _billustrations.
490	0		_aWiley handbooks in financial engineering and econometrics
504			_aIncludes bibliographical references and index.
505	0		_a1. 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.
520			_aThis 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	_aFinance _xMathematical models.
650		0	_aEconomics _xMathematical models.
650		0	_aMonte Carlo method.
942			_2ddc _cBK
999			_c419150 _d419150