Simulation and Monte Carlo by J. S. Dagpunar
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Simulation and Monte Carlo
By J. S. Dagpunar

Simulation and Monte Carlo

With Applications in Finance and MCMC

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Format: Paperback

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Simulation and Monte Carlo by J. S. Dagpunar

Book Description

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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Book Details

ISBN: 9780470854952
ISBN-10: 0470854952
Format: Paperback
(244mm x 171mm x 19mm)
Pages: 348
Imprint: Wiley-Blackwell
Publisher: John Wiley and Sons Ltd
Publish Date: 26-Jan-2007
Country of Publication: United States

Other Editions...


Books By Author J. S. Dagpunar

Simulation and Monte Carlo by J. S. Dagpunar Simulation and Monte Carlo, Hardback (January 2007)

This book provides a lucid and comprehensive introduction to simulation methods, and features examples and applications using Maple. Maple is widely used at undergraduate mathematics level in the UK, US and Europe. It is readily available to students, researchers and practitioners, and the code is easily transferrable into other languages.

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