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Analyse numérique. --- Numerical analysis --- Monte-Carlo, Méthode de. --- Monte Carlo method

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Monte-Carlo, Méthode de. --- Monte Carlo method. --- Simulation numerique --- Methodes de monte-carlo

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Probabilités --- Probabilities. --- Monte-Carlo, Méthode de. --- Monte Carlo method. --- Dynamique

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An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economicsProviding 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. [Publisher]

Operational research. Game theory --- Finance --- Economics --- Monte Carlo method. --- Finances --- Mathématiques économiques. --- Monte-Carlo, Méthode de. --- Mathematical models. --- Modèles mathématiques.

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Présente les éléments de base de la stimulation des lois de probabilité (génération de variables uniformes et de lois usuelles) et de leur utilisation en statistique (intégration de Monte Carlo, optimisation stochastique).

Markov, Processus de --- Probabilités --- Monte Carlo method --- Mathematical statistics --- Markov processes --- Monte-Carlo, Methode de --- Probabilités