Handbook in Monte Carlo simulation : (Record no. 21030)

MARC details
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control field ocn865544020
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control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20230823095218.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
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007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
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008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 131216s2014 nju ob 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2013049970
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Language of cataloging eng
Description conventions rda
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Transcribing agency DLC
Modifying agency YDX
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-- IDEBK
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019 ## -
-- 883369779
-- 922588773
-- 951058027
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118594513
Qualifying information (epub)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118594517
Qualifying information (epub)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118593646
Qualifying information (pdf)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118593642
Qualifying information (pdf)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118593615
Qualifying information (mobi)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118593618
Qualifying information (mobi)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118593264
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 111859326X
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 0470531118
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9780470531112
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9780470531112
Qualifying information (cloth)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781306892957
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1306892953
029 1# - (OCLC)
OCLC library identifier CHBIS
System control number 010442104
029 1# - (OCLC)
OCLC library identifier CHNEW
System control number 000686264
029 1# - (OCLC)
OCLC library identifier CHVBK
System control number 331889471
029 1# - (OCLC)
OCLC library identifier CHVBK
System control number 334094828
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV042742883
029 1# - (OCLC)
OCLC library identifier DEBSZ
System control number 431706689
029 1# - (OCLC)
OCLC library identifier NZ1
System control number 15753449
029 1# - (OCLC)
OCLC library identifier DEBSZ
System control number 475026551
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV043396428
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)865544020
Canceled/invalid control number (OCoLC)883369779
-- (OCoLC)922588773
-- (OCoLC)951058027
037 ## - SOURCE OF ACQUISITION
Stock number 800911
Source of stock number/acquisition EBSCO
042 ## - AUTHENTICATION CODE
Authentication code pcc
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG106
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 069000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 055000
Source bisacsh
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.01/518282
Edition number 23
049 ## - LOCAL HOLDINGS (OCLC)
Holding library MAIN
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Brandimarte, Paolo.
245 10 - TITLE STATEMENT
Title Handbook in Monte Carlo simulation :
Remainder of title applications in financial engineering, risk management, and economics /
Statement of responsibility, etc Paolo Brandimarte.
264 #1 -
-- Hoboken, New Jersey :
-- John Wiley & Sons,
-- [2014]
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource.
336 ## -
-- text
-- txt
-- rdacontent
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-- computer
-- c
-- rdamedia
338 ## -
-- online resource
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-- rdacarrier
490 1# - SERIES STATEMENT
Series statement Wiley handbooks in financial engineering and econometrics
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
588 0# -
-- Print version record and CIP data provided by publisher.
520 ## - SUMMARY, ETC.
Summary, etc 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.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Half Title page; Title page; Copyright page; Preface; Part One: Overview and Motivation; Chapter One: Introduction to Monte Carlo Methods; 1.1 Historical origin of Monte Carlo simulation; 1.2 Monte Carlo simulation vs. Monte Carlo sampling; 1.3 System dynamics and the mechanics of Monte Carlo simulation; 1.4 Simulation and optimization; 1.5 Pitfalls in Monte Carlo simulation; 1.6 Software tools for Monte Carlo simulation; 1.7 Prerequisites; For further reading; References; Chapter Two: Numerical Integration Methods; 2.1 Classical quadrature formulas; 2.2 Gaussian quadrature.
505 8# - FORMATTED CONTENTS NOTE
Formatted contents note 2.3 Extension to higher dimensions: Product rules2.4 Alternative approaches for high-dimensional integration; 2.5 Relationship with moment matching; 2.6 Numerical integration in R; For further reading; References; Part Two: Input Analysis: Modeling and Estimation; Chapter Three: Stochastic Modeling in Finance and Economics; 3.1 Introductory examples; 3.2 Some common probability distributions; 3.3 Multivariate distributions: Covariance and correlation; 3.4 Modeling dependence with copulas; 3.5 Linear regression models: A probabilistic view; 3.6 Time series models.
505 8# - FORMATTED CONTENTS NOTE
Formatted contents note 3.7 Stochastic differential equations3.8 Dimensionality reduction; 3.9 Risk-neutral derivative pricing; For further reading; References; Chapter Four: Estimation and Fitting; 4.1 Basic inferential statistics in R; 4.2 Parameter estimation; 4.3 Checking the fit of hypothetical distributions; 4.4 Estimation of linear regression models by ordinary least squares; 4.5 Fitting time series models; 4.6 Subjective probability: The Bayesian view; For further reading; References; Part Three: Sampling and Path Generation; Chapter Five: Random Variate Generation.
505 8# - FORMATTED CONTENTS NOTE
Formatted contents note 5.1 The structure of a Monte Carlo simulation5.2 Generating pseudorandom numbers; 5.3 The inverse transform method; 5.4 The acceptance-rejection method; 5.5 Generating normal variates; 5.6 Other ad hoc methods; 5.7 Sampling from copulas; For further reading; References; Chapter Six: Sample Path Generation for Continuous-Time Models; 6.1 Issues in path generation; 6.2 Simulating geometric Brownian motion; 6.3 Sample paths of short-term interest rates; 6.4 Dealing with stochastic volatility; 6.5 Dealing with jumps; For further reading; References.
505 8# - FORMATTED CONTENTS NOTE
Formatted contents note Part Four: Output Analysis and Efficiency ImprovementChapter Seven: Output Analysis; 7.1 Pitfalls in output analysis; 7.2 Setting the number of replications; 7.3 A world beyond averages; 7.4 Good and bad news; For further reading; References; Chapter Eight: Variance Reduction Methods; 8.1 Antithetic sampling; 8.2 Common random numbers; 8.3 Control variates; 8.4 Conditional Monte Carlo; 8.5 Stratified sampling; 8.6 Importance sampling; For further reading; References; Chapter Nine: Low-Discrepancy Sequences; 9.1 Low-discrepancy sequences; 9.2 Halton sequences.
526 ## - STUDY PROGRAM INFORMATION NOTE
Department Finance
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance
General subdivision Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics
General subdivision Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Monte Carlo method.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS
General subdivision Economics
-- General.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS
General subdivision Reference.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics
General subdivision Mathematical models.
Source of heading or term fast
-- (OCoLC)fst00902155
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance
General subdivision Mathematical models.
Source of heading or term fast
-- (OCoLC)fst00924398
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Monte Carlo method.
Source of heading or term fast
-- (OCoLC)fst01025819
650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Monte Carlo method.
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
655 #0 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print version:
Main entry heading Brandimarte, Paolo.
Title Handbook in Monte Carlo simulation.
Place, publisher, and date of publication Hoboken, New Jersey : John Wiley & Sons, [2014]
International Standard Book Number 9780470531112
Record control number (DLC) 2013047832
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Wiley handbooks in financial engineering and econometrics.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1002/9781118593264">http://dx.doi.org/10.1002/9781118593264</a>
Public note Wiley Online Library
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-- DG1

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