Dagpunar, J. S.
Simulation and Monte Carlo: With applications in finance and MCMC
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.
Keywords: MATHEMATICS / Probability & Statistics / General MAT029000
- Author(s)
- Dagpunar, J. S.
- Publisher
- John Wiley and Sons, Inc.
- Publication year
- 2007
- Language
- en
- Edition
- 1
- Page amount
- 348 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9780470061343
- Printed ISBN
- 9780470854952