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.
Nyckelord: MATHEMATICS / Probability & Statistics / General MAT029000
- Författare
- Dagpunar, J. S.
- Utgivare
- John Wiley and Sons, Inc.
- Utgivningsår
- 2007
- Språk
- en
- Utgåva
- 1
- Sidantal
- 348 sidor
- Kategori
- Naturvetenskaper
- Format
- E-bok
- eISBN (PDF)
- 9780470061343
- Tryckt ISBN
- 9780470854952