Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics [1 ed.] 0470531118, 9780470531112

Simulation and Monte Carlo with applications in finance and MCMC 0470854944, 9780470854952, 9780470854945, 9780470061343, 0470854952

Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Financial Mathematics,

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Monte Carlo methods in financial engineering [1 ed.] 0387004513, 9780387004518

Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. Thes

391 88 5MB Read more

Monte Carlo Methods in Financial Engineering [1 ed.] 0387004513, 9780387004518

"This book develops the use of Monte Carlo methods in finance, and it also uses simulation as a vehicle for present

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Monte Carlo and Quasi-Monte Carlo Sampling (Springer Series in Statistics) 9780387781648, 9780387781655, 0387781641

Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decad

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Monte Carlo

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Monte Carlo Methods in Finance 9780471497417, 047149741X

I read and then reread Peter Jackel's book on Monte Carlo methods in finance, hoping to get more out of it with the

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Monte Carlo Simulation with Applications to Finance [1 ed.] 1439858241, 9781439858240

Developed from the author’s course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applicatio

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Advances in quantum Monte Carlo 9780841274167, 0841274169

Advances in Quantum Monte Carlo confronts the challenges in quantum mechanics that have become progressively more preval

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Monte Carlo Methods Utilizing Mathematica®: Applications in Inverse Transform and Acceptance-Rejection Sampling 3031232933, 9783031232930

This book provides practical demonstrations of how to carry out definite integrals with Monte Carlo methods using Mathem

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Monte Carlo and quasi-Monte Carlo methods, MCQMC 2018, Rennes 9783030434649, 9783030434656

395 27 6MB Read more