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Language: en
Pages: 627
Pages: 627
Type: BOOK - Published: 2013-06-06 - Publisher: John Wiley & Sons
A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical
Language: en
Pages: 688
Pages: 688
Type: BOOK - Published: 2014-06-20 - Publisher: John Wiley & Sons
An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and compre
Language: en
Pages: 297
Pages: 297
Type: BOOK - Published: 2010 - Publisher: Springer Science & Business Media
This book covers the main tools used in statistical simulation from a programmer’s point of view, explaining the R implementation of each simulation technique
Language: de
Pages: 245
Pages: 245
Type: BOOK - Published: 2002-04-03 - Publisher: John Wiley & Sons
An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guid
Language: en
Pages: 620
Pages: 620
Type: BOOK - Published: 2011-05-10 - Publisher: CRC Press
Since their popularization in the 1990s, Markov chain Monte Carlo (MCMC) methods have revolutionized statistical computing and have had an especially profound i
