Téléchargez le livre : Simulation and Monte Carlo

Simulation and Monte Carlo

With applications in finance and MCMC

de

Éditeur :

Wiley


Collection :

Wiley Series in Probability and Statistics

Paru le : 2007-04-04



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Description
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.
Pages
352 pages
Collection
Wiley Series in Probability and Statistics
Parution
2007-04-04
Marque
Wiley
EAN papier
9780470854945
EAN PDF
9780470061343
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
352
Taille du fichier
9646 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
139,21 €

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