Overview
Simulation and Monte Carlo is aimed at students studying fordegrees in Mathematics, Statistics, Financial Mathematics, Operational Research, Computer Science, and allied subjects, whowish an up-to-date account of the theory and practice ofSimulation. Its distinguishing features are in-depth accounts ofthe theory of Simulation, including the important topic of variancereduction techniques, together with illustrative applications inFinancial Mathematics, Markov chain Monte Carlo, and Discrete EventSimulation.
Each chapter contains a good selection of exercises andsolutions with an accompanying appendix comprising a Mapleworksheet containing simulation procedures. The worksheets can alsobe downloaded from the web site supporting the book. Thisencourages readers to adopt a hands-on approach in the effectivedesign of simulation experiments.
Arising from a course taught at Edinburgh University overseveral years, the book will also appeal to practitioners workingin the finance industry, statistics and operations research.
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Details
- ISBN-13: 9780470854952
- ISBN-10: 0470854952
- Publisher: John Wiley & Sons
- Publish Date: March 2007
- Dimensions: 9.5 x 6.6 x 0.8 inches
- Shipping Weight: 1.45 pounds
- Page Count: 352
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