Handbook in Monte Carlo Simulation - Paolo Brandimarte

Handbook in Monte Carlo Simulation
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Autor: Paolo Brandimarte

 Wydawnictwo: Blackwell Science
ISBN: 9780470531112
EAN:
Format: ...
Oprawa: twarda
Stron: 688
Data wydania: 2014-05-01
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The Handbook in Monte Carlo Simulation Applications in Financial Engineering, Risk Management, and Economics 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

Książka "Handbook in Monte Carlo Simulation"
Paolo Brandimarte