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

3 avg rating
( 3 ratings by Goodreads )
 
9780470531112: Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics (Wiley Handbooks in Financial Engineering and Econometrics)
View all copies of this ISBN edition:
 
 

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.

"synopsis" may belong to another edition of this title.

From the Back Cover:

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, theHandbook in Monte Carlo Simulation: Applications in FinancialEngineering, Risk Management, and Economics presents a timelyaccount of the applications of Monte Carlo methods in financialengineering and economics. Written by an international leadingexpert in the field, the handbook illustrates the challengesconfronting present-day financial practitioners and providesvarious applications of Monte Carlo techniques to answer theseissues. The book is organized into five parts: introduction andmotivation; input analysis, modeling, and estimation; randomvariate and sample path generation; output analysis and variancereduction; and applications ranging from option pricing and riskmanagement to optimization.

The Handbook in Monte Carlo Simulation features:

An introductory section for basic material onstochastic modeling and estimation aimed at readers who may need asummary or review of the essentials

Carefully crafted examples in order to spotpotential pitfalls and drawbacks of each approach

An accessible treatment of advanced topics suchas low-discrepancy sequences, stochastic optimization, dynamicprogramming, risk measures, and Markov chain Monte Carlomethods

Numerous pieces of R code used to illustratefundamental ideas in concrete terms and encourageexperimentation

The Handbook in Monte Carlo Simulation: Applications inFinancial Engineering, Risk Management, and Economics is acomplete reference for practitioners in the fields of finance,business, applied statistics, econometrics, and engineering, aswell as a supplement for MBA and graduate-level courses on MonteCarlo methods and simulation.

About the Author:

PAOLO BRANDIMARTE is Full Professor of QuantitativeMethods for Finance and Logistics in the Department of MathematicalSciences at Politecnico di Torino in Italy. He has extensiveteaching experience in engineering and economics faculties,including master’s- and PhD-level courses. Dr. Brandimarte isthe author or coauthor of Introduction to DistributionLogistics, Quantitative Methods: An Introduction for BusinessManagement, and Numerical Methods in Finance and Economics:A MATLAB-Based Introduction, Second Edition, all published byWiley.

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 155.00
US$ 125.28

Convert currency

Shipping: FREE
From India to U.S.A.

Destination, rates & speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Brandimarte Paolo
ISBN 10: 0470531118 ISBN 13: 9780470531112
New Quantity Available: 2
Seller:
firstbookstore
(New Delhi, India)
Rating
[?]

Book Description Condition: Brand New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. Seller Inventory # AINDN-17297

More information about this seller | Contact this seller

Buy New
US$ 125.28
Convert currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, rates & speeds

2.

BRANDIMARTE PAOLO
ISBN 10: 0470531118 ISBN 13: 9780470531112
New Quantity Available: 1
Seller:
Bookshub
(Karol Bagh, India)
Rating
[?]

Book Description Condition: New. New. US edition. Perfect condition. Customer satisfaction our priority. Seller Inventory # ABE-OCT-111091

More information about this seller | Contact this seller

Buy New
US$ 128.08
Convert currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, rates & speeds

3.

BRANDIMARTE PAOLO
ISBN 10: 0470531118 ISBN 13: 9780470531112
New Quantity Available: 1
Seller:
EBOOKSTORE2010
(New Delhi, ND, India)
Rating
[?]

Book Description Condition: Brand New. New. US edition. Customer Satisfaction guaranteed!!. Seller Inventory # SHUB111091

More information about this seller | Contact this seller

Buy New
US$ 128.13
Convert currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, rates & speeds

4.

Paolo Brandimarte
Published by John Wiley and Sons Ltd, United States (2014)
ISBN 10: 0470531118 ISBN 13: 9780470531112
New Hardcover Quantity Available: 10
Seller:
Book Depository International
(London, United Kingdom)
Rating
[?]

Book Description John Wiley and Sons Ltd, United States, 2014. Hardback. Condition: New. New. Language: English. Brand new Book. 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. Seller Inventory # AAH9780470531112

More information about this seller | Contact this seller

Buy New
US$ 128.54
Convert currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, rates & speeds

5.

Paolo Brandimarte
Published by Wileyand#8211;Blackwell (2014)
ISBN 10: 0470531118 ISBN 13: 9780470531112
New Quantity Available: > 20
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Wileyand#8211;Blackwell, 2014. HRD. Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Seller Inventory # FW-9780470531112

More information about this seller | Contact this seller

Buy New
US$ 117.54
Convert currency

Add to Basket

Shipping: US$ 11.55
From United Kingdom to U.S.A.
Destination, rates & speeds

6.

Brandimarte Paolo
ISBN 10: 0470531118 ISBN 13: 9780470531112
New Quantity Available: 2
Seller:
Romtrade Corp.
(STERLING HEIGHTS, MI, U.S.A.)
Rating
[?]

Book Description Condition: New. Brand New Original US Edition.We Ship to PO BOX Address also. EXPEDITED shipping option also available for faster delivery.This item may ship fro the US or other locations in India depending on your location and availability. Seller Inventory # AUNEW-17297

More information about this seller | Contact this seller

Buy New
US$ 129.86
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

7.

Paolo Brandimarte
Published by John Wiley and Sons Ltd, United States (2014)
ISBN 10: 0470531118 ISBN 13: 9780470531112
New Hardcover Quantity Available: 10
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description John Wiley and Sons Ltd, United States, 2014. Hardback. Condition: New. New. Language: English. Brand new Book. 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. Seller Inventory # AAH9780470531112

More information about this seller | Contact this seller

Buy New
US$ 130.79
Convert currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, rates & speeds

8.

BRANDIMARTE PAOLO
ISBN 10: 0470531118 ISBN 13: 9780470531112
New Quantity Available: 1
Seller:
Basi6 International
(Irving, TX, U.S.A.)
Rating
[?]

Book Description Condition: Brand New. New, US edition. Excellent Customer Service. Seller Inventory # ABEUSAOCT18-111091

More information about this seller | Contact this seller

Buy New
US$ 132.90
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

9.

Paolo Brandimarte (author)
Published by Wiley 2014-06-06, Hoboken, New Jersey (2014)
ISBN 10: 0470531118 ISBN 13: 9780470531112
New Hardcover Quantity Available: > 20
Seller:
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Wiley 2014-06-06, Hoboken, New Jersey, 2014. hardback. Condition: New. Seller Inventory # 9780470531112

More information about this seller | Contact this seller

Buy New
US$ 128.20
Convert currency

Add to Basket

Shipping: US$ 9.62
From United Kingdom to U.S.A.
Destination, rates & speeds

10.

Paolo Brandimarte
Published by John Wiley & Sons
ISBN 10: 0470531118 ISBN 13: 9780470531112
New Quantity Available: 4
Seller:
Majestic Books
(London, ,, United Kingdom)
Rating
[?]

Book Description John Wiley & Sons. Condition: New. pp. 736. Seller Inventory # 96349041

More information about this seller | Contact this seller

Buy New
US$ 133.37
Convert currency

Add to Basket

Shipping: US$ 7.06
From United Kingdom to U.S.A.
Destination, rates & speeds

There are more copies of this book

View all search results for this book