From the rear cover
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.
Details
- Title Simulation and Monte Carlo
- Author Dagpunar
- Binding Paperback
- Edition number 1st
- Edition 1
- Pages 352
- Volumes 1
- Language ENG
- Publisher John Wiley & Sons, Chichester
- Date 2007-03-01
- Illustrated Yes
- Features Bibliography, Glossary, Illustrated, Index, Table of Contents
- ISBN 9780470854952 / 0470854952
- Weight 1.45 lbs (0.66 kg)
- Dimensions 9.5 x 6.6 x 0.8 in (24.13 x 16.76 x 2.03 cm)
- Library of Congress subjects Business mathematics, Monte Carlo method
- Library of Congress Catalog Number 2006046104
- Dewey Decimal Code 519.282
Media reviews
Citations
- Scitech Book News, 06/01/2007, Page 27
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