9780470854952: Simulation and Monte Carlo
Couverture souple
ISBN 10 : 0470854952 ISBN 13 : 9780470854952
Editeur : Wiley, 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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Wiley
Date d'édition
2007
Langue
anglais
ISBN 10 
0470854952
ISBN 13 
9780470854952
Reliure
Broché
Nombre de pages
352
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9780470854945: Simulation and Monte Carlo: With Applications in Finance and Mcmc

Edition présentée

ISBN 10 :  0470854944 ISBN 13 :  9780470854945
Editeur : John Wiley & Sons Inc, 2007
Couverture rigide