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: 1392 CZK
Availability: InStock

Autor: J. S. Dagpunar

Jazyk:

Vazba: Brožovaná

Vydavatel: John Wiley & Sons Inc

Dostupnost: Skladem u dodavatele

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

Informace o knize

Autor

J. S. Dagpunar

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2007

Stránek

352

EAN

9780470854952

ISBN

0470854952

Enbook ID

04886344

Vydavatel

John Wiley & Sons Inc

Hmotnost

648

Rozměry

245 x 173 x 25

Kompletní 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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