Simulation and Monte Carlo: With applications in finance and MCMC
Language: English
Published by John Wiley & Sons, 2007
Series: Book 201 of 358 - Wiley Series in Probability and Statistics
- Hardcover
- New
Seller: Biblios, frankfurt am main, hessen, GermanyBiblios
AbeBooks seller since September 10, 2024
Condition: New
US$ 330.45
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- Title
- Simulation and Monte Carlo: With applications in finance and MCMC
- Author
- J. S. Dagpunar
- Publisher
- John Wiley & Sons
- Publication year
- 2007
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0470854944
- ISBN 13
- 9780470854945
- Series
- Book 201 of 358: Wiley Series in Probability and Statistics
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.
"Synopsis" may belong to another edition of this title.
About the Author
J. S. Dagpunar, University of Edinburgh, UK.
"About the title" may belong to another edition of this title.
Biblios
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