Login

Dagpunar, J. S.

Simulation and Monte Carlo: With applications in finance and MCMC

Dagpunar, J. S. - Simulation and Monte Carlo: With applications in finance and MCMC, ebook

105,50€

Ebook, PDF with Adobe DRM
ISBN: 9780470061343
DRM Restrictions

Printing104 pages with an additional page accrued every 7 hours, capped at 104 pages
Copy to clipboard17 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.

Keywords: MATHEMATICS / Probability & Statistics / General MAT029000

Author(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

Similar titles