1300 36 33 32

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.

Buy Simulation and Monte Carlo book by J. S. Dagpunar from Australia's Online Bookstore, Boomerang Books.

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

Reviews

» 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!)

Write Review


Books By Author J. S. Dagpunar

Simulation and Monte Carlo by J. S. Dagpunar

Simulation and Monte Carlo

Hardback, January 2007
$206.06