蒙特卡罗模拟手册:金融工程、风险管理和经济学应用保罗·布兰迪马特【简介_书评_在线阅读-pdf mobi epub]

  • A+
所属分类:英文书籍
       
蒙特卡罗模拟手册:金融工程、风险管理和经济学应用保罗·布兰迪马特【简介_书评_在线阅读-pdf mobi epub]

Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics Paolo Brandimarte【简介_书评_在线阅读-pdf mobi epub】中英文

图书信息

  • Categories: Business & Economics - Mathematical Economics
  • Year: 2014
  • Edition: 1
  • Publisher: Wiley
  • Language: english
  • Pages: 688 / 685
  • ISBN 10: 0470531118
  • ISBN 13: 9780470531112
  • Series: Wiley Handbooks in Financial Engineering and Econometrics
  • File: PDF, 29.27 MB
  • Your tags:

    内容简介

    Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics

    作者:Paolo Brandimarte


    0
    /

    5.0


    How much do you like this book?





    What’s the quality of the file?

    Download the book for quality assessment

    What’s the quality of the downloaded files?







    An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics

    Providing readers with an in-depth and comprehensive guide, the

    作者:Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics

    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 answer these issues. The book is organized into five parts: introduction andmotivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysisand variance reduction; and applications ranging from option pricing and risk management to optimization.

    The

    作者:Handbook in Monte Carlo Simulation

    features:

    • An introductory section for basic material on stochastic modeling and estimation aimed at readers who may need a summary or review of the essentials
    • Carefully crafted examples in order to spot potential pitfalls and drawbacks of each approach
    • An accessible treatment of advanced topics such as low-discrepancy sequences, stochastic optimization, dynamic programming, risk measures, and Markov chain Monte Carlo methods
    • Numerous pieces of R code used to illustrate fundamental ideas in concrete terms and encourage experimentation

    The

    作者:Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics

    is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation.

    Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics Paolo Brandimarte【简介_书评_在线阅读-pdf mobi epub】相关词

    有关商业银行住房贷款的书籍资本论完整版txt下载 值得推荐的商业类书籍
    商业好书书籍推荐 5分钟商业书籍
    农村商业银行 书籍 商业秘密的书籍
    环境对商业谈判的影响书籍 企业家必读的7本伟大商业书籍
    有哪些商业分析案例书籍推荐 互联网商业模式的书籍推荐
    上海商业个人形象管理书籍 一生的旅程商业书籍
    品牌策划商业框架书籍 商业类书籍排行
    国外商业空间书籍推荐 商业头脑的书籍 知乎

    Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics Paolo Brandimarte【简介_书评_在线阅读-pdf mobi epub】下载

    综上总结

  • 本书豆瓣评分: 9.1 分,《Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics Paolo Brandimarte【简介_书评_在线阅读-pdf mobi epub】》这本书,五星推荐!
  • 发表评论

    :?: :razz: :sad: :evil: :!: :smile: :oops: :grin: :eek: :shock: :???: :cool: :lol: :mad: :twisted: :roll: :wink: :idea: :arrow: :neutral: :cry: :mrgreen: