Online Library TheLib.net » Handbook in Monte Carlo simulation: applications in financial engineering, risk management, and economics
cover of the book Handbook in Monte Carlo simulation: applications in financial engineering, risk management, and economics

Ebook: Handbook in Monte Carlo simulation: applications in financial engineering, risk management, and economics

00
06.02.2024
0
0
Part I Overview and Motivation -- 1 Introduction to Monte Carlo Methods -- 2 Numerical Integration Methods -- Part II Input Analysis: Modeling and Estimation -- 3 Stochastic Modeling in Finance and Economics -- 4 Estimation and Fitting -- Part III Sampling and Path Generation -- 5 Random Variate Generation -- 6 Sample Path Generation for Continuous-Time Models -- Part IV Output Analysis and Efficiency Improvement -- 7 Output Analysis -- 8 Variance Reduction Methods -- 9 Low-Discrepancy Sequences -- Part V Miscellaneous Applications.;10 Optimization -- 11 Option Pricing -- 12 Sensitivity Estimation -- 13 Risk Measurement and Management -- 14 Markov Chain Monte Carlo and Bayesian Statistics.
Download the book Handbook in Monte Carlo simulation: applications in financial engineering, risk management, and economics for free or read online
Read Download
Continue reading on any device:
QR code
Last viewed books
Related books
Comments (0)
reload, if the code cannot be seen