Brandimarte, Paolo.

Handbook in Monte Carlo simulation : applications in financial engineering, risk management, and economics / Paolo Brandimarte. - xvii, 662 pages ; 26 cm. - Wiley handbooks in financial engineering and econometrics . - Wiley handbooks in financial engineering and econometrics. .

Includes bibliographical references and index.

9780470531112 (hardback)


Finance--Mathematical models.
Economics--Mathematical models.
Monte Carlo method.

330.01518282 / BRA 2014