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Simulation and Monte Carlo: With Applications in Finance and MCMC
J. S. Dagpunar
€ 152.18
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Description for Simulation and Monte Carlo: With Applications in Finance and MCMC
Hardcover. 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. Num Pages: 348 pages, Illustrations. BIC Classification: PB. Category: (P) Professional & Vocational. Dimension: 248 x 174 x 25. Weight in Grams: 806.
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.
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 ... Read more
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.
Show LessProduct Details
Format
Hardback
Publication date
2007
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
348
Condition
New
Number of Pages
320
Place of Publication
New York, United States
ISBN
9780470854945
SKU
V9780470854945
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About J. S. Dagpunar
J. S. Dagpunar is the author of Simulation and Monte Carlo: With Applications in Finance and MCMC, published by Wiley.
Reviews for Simulation and Monte Carlo: With Applications in Finance and MCMC
"This book would be immensely useful for any practitioner seeking to learn more about this field, as well as for lecturers seeking a reliable and informative text." (Significance, September 2009) "The book does a nice job of discussing, developing, and presenting the mathematical aspects of random processes, random number generation, and Markov chain Monte Carlo (MCMC) methods. I ... Read more