Найти книгу: "Handbook in Monte Carlo Simulation. Applications in Financial Engineering, Risk Management, and Economics"

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.

Other enhancements and options that have been added and that you can find in this book are related to subjects such as the following: Availability is increased, and there are now further options for distributing the system, along with new powerful platforms. ? There is a new change and transport system, including all the facilities of the Transport Management System (TMS). ? In the ABAP workbench, there are a host of new utilities, a stepforward object?oriented ABAP, the replacement of matchcodes with search helps, and more. ? Windows NT is now a very popular platform with thousands of customers. For this reason, this new edition is operating system independent, dealing with both UNIX and Windows NT where appropriate. ? ? The authorization system and administrator duties have been facilitated with the profile generator. ? Since release 4.0 there is a new object?based monitoring architecture and alert monitors. ? The well?known OSS has now become SAPnet, with two variants: R/3 front end and Web front end. In this edition you will find lots of new things to discover and enjoy. I hope you enjoy this book and enjoySAP.

The personal home page (PHP) server-side scripting language is particular well adapted to connecting HTML-based web pages to a backend database for dynamic content. This book explains the entire nuts-and-bolts process of the PHP application life cycle: requirements, design, development, maintenance and tuning. It shows how PHP can be used to design and develop highly manageable and secure applications to solve practical problems.

Written by members of the Oracle XML group, this is a must-have reference for all IT managers, DBAs, and developers who want to learn the best practices for using XML with Oracle’s XML-enabled products. Includes real-world case studies based on theauthors’ experience managing Oracle’s XML Discussion Forum - a community of 20,000+ XML component users.

Rizzoni is designed for the sophomore/junior level, Introduction to Electrical Engineering course required for non-EE majors. The most widely used book for this course, Rizzoni introduces non-majors to the three basic areas of electrical engineering: circuits, electronics, and electromechanics. The second edition continues the tradition of focusing on the topics and issues of interest to the non-electrical engineering student. To maintain student interest in these topics, Rizzoni provides numerous links between electrical engineering and other engineering fields.

Хорошая книга для инженеров-нефтяников. В книге подробно рассматриваются физические основы нефте и газо разработки.