Simulation and Monte Carlo
With Applications in Finance and MCMC
By (author) J. S. Dagpunar
Normal Price: $98.95
Your Price: $89.06 AUD, inc. GST
Shipping: $7.95 per order
You Save: $9.89! (10% off normal price)
Plus...earn $4.45 in Boomerang Bucks
Availability: Available to Backorder, No Due Date for Supply
Simulation and Monte Carlo by J. S. Dagpunar
Book DescriptionSimulation 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.
Buy Simulation and Monte Carlo book by J. S. Dagpunar from Australia's Online Bookstore, Boomerang Books.
Book DetailsISBN: 9780470854952
(244mm x 171mm x 19mm)
Publisher: John Wiley and Sons Ltd
Publish Date: 26-Jan-2007
Country of Publication: United States
Books By Author J. S. Dagpunar
Simulation and Monte Carlo, Hardback (January 2007)» View all books by J. S. Dagpunar
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.
» Have you read this book? We'd like to know what you think about it - write a review about Simulation and Monte Carlo book by J. S. Dagpunar and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)
Bestselling Books: Our Current Bestsellers | Australia's Hottest 1000 Books | Bestselling Fiction | Bestselling Crime Mysteries and Thrillers | Bestselling Non Fiction Books | Bestselling Sport Books | Bestselling Gardening and Handicrafts Books | Bestselling Biographies | Bestselling Food and Drink | Bestselling History | Bestselling Travel Books | Bestselling School Textbooks & Study Guides | Bestselling Children's General Non-Fiction | Bestselling Young Adult Fiction | Bestselling Children's Fiction | Bestselling Picture Books | Top 100 US Bestsellers
Phone: 1300 36 33 32 (9am-5pm Mon-Fri AEST) - International: +61 2 9960 7998 - Online Form
Address: Boomerang Books, 878 Military Road, Mosman Junction, NSW, 2088
© 2003-2017. All Rights Reserved. Eclipse Commerce Pty Ltd - ACN: 122 110 687 - ABN: 49 122 110 687
For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.