Simulation and Monte Carlo: With Applications in Finance and MCMC.

J. S. Dagpunar.

ISBN 10: 0470854944 / ISBN 13: 9780470854945

Verlag: John Wiley and Sons Ltd 2007, 2007

First edition. Hardback. Octavo. (320)pp. Original hardback. Fine and unread, sealed copy. Bestandsnummer des Verkäufers C41279

Inhaltsangabe:

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.

Über die Autorin bzw. den Autor:

J. S. Dagpunar, University of Edinburgh, UK.

Bibliografische Details

Titel: Simulation and Monte Carlo: With ...
Verlag: John Wiley and Sons Ltd 2007
Erscheinungsdatum: 2007
Einband: Hardcover
Zustand: Fine
Auflage: 1. Auflage