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Simulation and Monte Carlo - With Applications in Finance and MCMC (Hardcover) Loot Price: R2,807
Discovery Miles 28 070
Repayment Terms: R263 pm x 12*
Simulation and Monte Carlo - With Applications in Finance and MCMC (Hardcover): J. S. Dagpunar

Simulation and Monte Carlo - With Applications in Finance and MCMC (Hardcover)

J. S. Dagpunar

Series: Wiley Series in Probability and Statistics

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Loot Price R2,807 Discovery Miles 28 070 | Repayment Terms: R263 pm x 12*

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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.

General

Imprint: John Wiley & Sons
Country of origin: United States
Series: Wiley Series in Probability and Statistics
Release date: 2007
First published: March 2007
Authors: J. S. Dagpunar
Dimensions: 244 x 170 x 20mm (L x W x T)
Format: Hardcover
Pages: 348
ISBN-13: 978-0-470-85494-5
Categories: Books > Science & Mathematics > Mathematics > General
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LSN: 0-470-85494-4
Barcode: 9780470854945

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