Simulation and Monte Carlo - With Applications in Finance and MCMC

Name: Simulation and Monte Carlo - With Applications in Finance and MCMC
Brand: John Wiley & Sons Inc
SKU: 9780470854952
Price: 64.19 EUR
Availability: InStock

Автор: J. S. Dagpunar

Език:

Корици: С меки корици

Издател: John Wiley & Sons Inc

Наличност: Външен склад

Изпращаме след 10-18 дни

64.19 € 125.55 лв

Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Fin...

Информация за книгата

Автор

J. S. Dagpunar

Език

Английски език

Корици

Книга - С меки корици

Издадена

2007

страници

352

EAN

9780470854952

ISBN

0470854952

Enbook ID

04886344

Издател

John Wiley & Sons Inc

Теглоt

648

Размери

245 x 173 x 25

Пълно описание

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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Simulation and Monte Carlo - With Applications in Finance and MCMC

Информация за книгата

Пълно описание

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