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.
Avainsanat: MATHEMATICS / Probability & Statistics / General MAT029000
- Tekijä(t)
- Dagpunar, J. S.
- Julkaisija
- John Wiley and Sons, Inc.
- Julkaisuvuosi
- 2007
- Kieli
- en
- Painos
- 1
- Sivumäärä
- 348 sivua
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9780470061343
- Painetun ISBN
- 9780470854952