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Actuarial mathematics --- Finance --- Insurance --- Business mathematics. --- Actuaries. --- Finances --- Mathématiques financières --- Assurance --- Actuaires --- Statistical methods. --- Mathematics. --- Méthodes statistiques --- Mathématiques --- Mathématiques financières --- Méthodes statistiques --- Mathématiques
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Bedrijfswiskunde --- Business mathematics --- Mathématiques financières --- 51 --- 10.03.b --- Mathematics --- Actuariaat ; Financiële verrichtingen --- 51 Mathematics --- Interest rate risk --- Taux d'intérêt --- Finance --- Mathematical models --- Finance - Mathematical models
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Business, Economy and Management --- Economics --- Business mathematics --- Economics, Mathematical --- Mathématiques financières --- Mathématiques économiques --- Business mathematics. --- Economics, Mathematical. --- Mathematical economics --- Econometrics --- Mathematics --- Arithmetic, Commercial --- Business arithmetic --- Business math --- Commercial arithmetic --- Finance --- Business --- Methodology --- Economia matemàtica --- Matemàtica financera --- Revistes. --- finance --- economie --- economics --- wiskunde --- mathematics --- Financial Economics --- Matemàtica financera. --- Economia matemàtica. --- Mathématiques financières --- Mathématiques économiques --- Matemàtica financera. --- Economia matemàtica.
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Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Financial Mathematics, Operational Research, Computer Science, and allied subjects, who wish an up-to-date account of the theory and practice of Simulation. Its distinguishing features are in-depth accounts of the theory of Simulation, including the important topic of variance reduction techniques, together with illustrative applications in Financial Mathematics, Markov chain Monte Carlo, and Discrete Event Simulation. Each chapter contains a good selection of exercises and solutions with an accompanying appendix comprising a Maple worksheet containing simulation procedures. The worksheets can also be downloaded from the web site supporting the book. This encourages readers to adopt a hands-on approach in the effective design of simulation experiments. Arising from a course taught at Edinburgh University over several years, the book will also appeal to practitioners working in the finance industry, statistics and operations research.
Probability theory --- Operational research. Game theory --- Monte Carlo method. --- Simulation methods --- Business mathematics. --- Monte-Carlo, Méthode de --- Simulation, Méthodes de --- Mathématiques financières --- Monte Carlo method --- Simulation method --- Business mathematics --- Simulation method. --- 519.245 --- Stochastic approximation. Monte Carlo methods --- -Simulation method --- -Business mathematics --- -519.282 --- Arithmetic, Commercial --- Business --- Business arithmetic --- Business math --- Commercial arithmetic --- Finance --- Mathematics --- Artificial sampling --- Model sampling --- Monte Carlo simulation --- Monte Carlo simulation method --- Stochastic sampling --- Games of chance (Mathematics) --- Mathematical models --- Numerical analysis --- Numerical calculations --- Stochastic processes --- Electronic information resources --- E-books --- Méthodes de simulation --- 519.245 Stochastic approximation. Monte Carlo methods --- Monte-Carlo, Méthode de --- Méthodes de simulation --- Mathématiques financières
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The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Hyuên Pham.
Business mathematics --- Mathématiques financières --- Congresses. --- Congrès --- Business mathematics -- Congresses. --- Mathématiques financières -- Congrès. --- Economic Theory --- Accounting --- Commerce --- Business & Economics --- -332.0151 --- Arithmetic, Commercial --- Business --- Business arithmetic --- Business math --- Commercial arithmetic --- Finance --- Mathematics --- Mathématiques financières --- Mathematics. --- Game theory. --- Economics, Mathematical. --- Probabilities. --- Quantitative Finance. --- Game Theory, Economics, Social and Behav. Sciences. --- Probability Theory and Stochastic Processes. --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Economics --- Mathematical economics --- Econometrics --- Games, Theory of --- Theory of games --- Mathematical models --- Math --- Science --- Methodology --- Finance. --- Distribution (Probability theory. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Funding --- Funds --- Currency question --- Economics, Mathematical .
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