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Könyv Simulation and Monte Carlo - With Applications in Finance and MCMC J. S. Dagpunar

Simulation and Monte Carlo - With Applications in Finance and MCMC

Szerző: J. S. Dagpunar
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: John Wiley & Sons Inc
Elérhetőség: Beszállítói készleten
Küldés 10-18 napon belül
50 943 Ft
Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Fin...

Információk a könyvről

Szerző
J. S. Dagpunar
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2007
oldal
348
EAN
9780470854945
ISBN
0470854944
Enbook ID
04886343
Kiadó
John Wiley & Sons Inc
Súly
740
Méretek
179 x 255 x 25

Teljes leírás

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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