Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics (Wiley Handbooks in Financial Engineering and Econometrics) - Image 1

£97.00

Wiley Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics (Wiley Handbooks in Financial Engineering and Econometrics)

Name: Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics (Wiley Handbooks in Financial Engineering and Econometrics)
Brand: Wiley
Price: 97.0 GBP
Availability: InStock

Econometrics

This is the usual price. Wait for it to drop, or tell us your number.

£97 today · usual range £0–£0 · best ever £74

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 582 days • 582 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 582 days • 5 price ranges

Days at Price

Current Price

Price Analysis

Most common range: £99-107 (273 days, 46.9%)

Price range: £74 - £115

Price levels: 5 price ranges over 582 days

Description

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 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 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 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.

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 0470531118
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 06 June 2014
Listed Since: 01 April 2009

Barcode

No barcode data available

Wiley Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics (Wiley Handbooks in Financial Engineering and Econometrics)

This is the usual price. Wait for it to drop, or tell us your number.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Monte Carlo Simulation with Applications to Finance (Chapman & Hall/CRC Financial Mathematics)

Monte Carlo Methods and Models in Finance and Insurance (Chapman and Hall/CRC Financial Mathematics Series)

Monte Carlo Methods in Financial Engineering: 53 (Stochastic Modelling and Applied Probability, 53)

CRC Press Monte Carlo Methods in Finance and Insurance Book

Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)

Stochastic Simulation and Applications in Finance with MATLAB Programs (The Wiley Finance Series)

Numerical Methods in Finance: Bordeaux, June 2010: 12 (Springer Proceedings in Mathematics, 12)

Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)

Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)

Simulation and Monte Carlo: With Applications in Finance and MCMC (Wiley Series in Probability and Statistics)

Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)

Continuous Stochastic Calculus with Applications to Finance: 17 (Applied Mathematics)

Monte Carlo Frameworks: Building Customisable High-performance C++ Applications (The Wiley Finance Series)

Optional Processes: Theory and Applications (Chapman and Hall/CRC Financial Mathematics Series)

Probability and Random Processes with One Thousand Exercises in Probability

Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics: 12 (Bocconi & Springer Series, 12)

Monte Carlo and Quasi-Monte Carlo Sampling (Springer Series in Statistics)

Financial Economics, Risk And Information (2nd Edition)

Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach

Advanced Mathematical Methods for Finance

The Economics of Continuous–Time Finance (The MIT Press)

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

STOCHASTIC PROCESSES, FINANCE AND CONTROL: A FESTSCHRIFT IN HONOR OF ROBERT J ELLIOTT: 1 (Advances In Statistics, Probability And Actuarial Science)

Stochastic Finance with Python: Design Financial Models from Probabilistic Perspective