Simulation and Monte Carlo: With Applications in Finance and MCMC (Wiley Series in Probability and Statistics) - Hardcover

Book 200 of 355: Wiley Series in Probability and Statistics

J. S. Dagpunar

 
9780470854945: Simulation and Monte Carlo: With Applications in Finance and MCMC (Wiley Series in Probability and Statistics)
Hardcover
ISBN 10: 0470854944 ISBN 13: 9780470854945
Publisher: Wiley, 2007

Synopsis

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.

"synopsis" may belong to another edition of this title.

About the Author

J. S. Dagpunar is the author of Simulation and Monte Carlo: With Applications in Finance and MCMC, published by Wiley.

From the Back Cover

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.

From the Inside Flap

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.

"About this title" may belong to another edition of this title.

Publisher
Wiley
Publication date
2007
Language
English
ISBN 10 
0470854944
ISBN 13 
9780470854945
Binding
Hardcover
Edition number
1
Number of pages
320

Other Popular Editions of the Same Title

9780470854952: Simulation and Monte Carlo: With Applications in Finance and MCMC (Wiley Series in Probability and Statistics)

Featured Edition

ISBN 10:  0470854952 ISBN 13:  9780470854952
Publisher: Wiley, 2007
Softcover