Contact
How to shop
Delivery
Shopping guide
Simulation and Monte Carlo - With Applications in Finance and MCMC
English
169 b
Delivery to Austria
30-day return policy
Customers also purchased
/
Paperback
10.69
€
/
Paperback
18.79
€
/
Paperback
14.19
€
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 the book
English
Categories
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's addressYou might also be interested in
/
Hardback
165.09
€
/
Hardback
88.89
€
/
Paperback
62.89
€
/
Paperback
20.09
€
/
Paperback
7.99
€
Hi! I'm Libroamiko, your book advisor.
How can I help you?