Kroese, Dirk P.

134,80€

This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solving

Simulation and the Monte Carlo…

Brandimarte, Paolo

148,80€

An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics

Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo…

Duffy, Daniel J.

104,20€

This is one of the first books that describe all the steps that are needed in order to analyze, design and implement Monte Carlo applications. It discusses the financial theory as well as the mathematical and numerical background that is needed to write…

Barkema, G.T.

84,30€

This book provides an introduction to Monte Carlo simulations in classical statistical physics and is aimed both at students beginning work in the field and at more experienced researchers who wish to learn more…

Rubinstein, Reuven Y.

169,20€

This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard…

Dagpunar, J. S.

118,90€

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…

Thomopoulos, Nick T.

114,40€

Table of contents

1. Introduction

Nick T. Thomopoulos

2. Random Number Generators

Nick T. Thomopoulos

3. Generating Random Variates

Nick T. Thomopoulos

4. Generating Continuous Random Variates

Nick T. Thomopoulos

5. Generating Discrete Random Variates

Nick T. Thomopoulos

6. Generating…

Cools, Ronald

169,10€

…Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes

Steffen Dereich, Sangmeng Li

2. Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte…

Muiño, Ricardo Díez

From 55,80€

Quantum Monte Carlo is a large class of computer algorithms that simulate quantum systems to solve many body systems in order to investigate the electronic structure of many-body systems. This book presents a numeric approach to determine the electronic…

Lim, Chjan

86,80€

Table of contents

1. Introduction

2. Probability

3. Statistical Mechanics

4. The Monte Carlo Approach

5. Spectral Methods

6. Discrete Models in Fluids

7. Spin-Lattice Models

8. Monte Carlo Simulations of Spin-Lattice Models on the Sphere

9. Polyhedra and Ground States

10. Mesh Generation

11.…