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Simulation and Monte Carlo - With Applications in Finance and MCMC

Language EnglishEnglish
Book Paperback
Book Simulation and Monte Carlo - With Applications in Finance and MCMC J. S. Dagpunar
Libristo code: 04886344
Publishers John Wiley & Sons Inc, January 2007
Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Fin... Full description
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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.

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About the book

Full name Simulation and Monte Carlo - With Applications in Finance and MCMC
Language English
Binding Book - Paperback
Date of issue 2007
Number of pages 352
EAN 9780470854952
ISBN 0470854952
Libristo code 04886344
Weight 648
Dimensions 245 x 173 x 25
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