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: 9780470854945
Price: 136.18 EUR
Availability: InStock

Autor: J. S. Dagpunar

Jazyk:

Väzba: Pevná

Vydavateľ: John Wiley & Sons Inc

Dostupnosť: Skladom u dodávateľa

Odosielame za 10-18 dní

136.18 €

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

Informácie o knihe

Autor

J. S. Dagpunar

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2007

Stránok

348

EAN

9780470854945

ISBN

0470854944

Enbook ID

04886343

Vydavateľ

John Wiley & Sons Inc

Hmotnosť

740

Rozmery

179 x 255 x 25

Kompletný popis

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

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