Simulation and Monte Carlo: With Applications in Finance and Mcmc - Couverture rigide

Dagpunar, J. S.

Couverture rigide

ISBN 10 : 0470854944 ISBN 13 : 9780470854945

Editeur : John Wiley & Sons Inc, 2007

Synopsis

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.

A propos du livre

À propos de l'auteur

J. S. Dagpunar is the author of Simulation and Monte Carlo: With Applications in Finance and MCMC, published by Wiley.

Détails de l'édition

• Éditeur: John Wiley & Sons Inc
• Date d'édition: 2007
• Langue: anglais
• ISBN 10: 0470854944
• ISBN 13: 9780470854945
• Reliure: Relié
• Nombre de pages: 320
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible