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Simulation and Monte Carlo: With applications in finance and MCMC

Simulation and Monte Carlo: With applications in finance and MCMC 
Author(s)  
Publisher  John Wiley and Sons, Inc.
Publication year  2007
Language  en
Edition  1
Imprint  Wiley
Page amount  348 pages
Category  Probability & Statistics
Format  Ebook
License Format Price  
Permanent PDF with Adobe DRM 118.90 €  Add to cart >
 
DRM Restrictions
Printing  104 pages with an additional page accrued every 7 hours, capped at 104 pages
Copy to clipboard  17 excerpts
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.

 
We do not deliver the extra material sometimes included in printed books (CDs or DVDs).


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