Simulation and Monte Carlo
eBook - PDF

Simulation and Monte Carlo

With Applications in Finance and MCMC

  1. 349 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Simulation and Monte Carlo

With Applications in Finance and MCMC

About this book

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.

Trusted by 375,005 students

Access to over 1.5 million titles for a fair monthly price.

Study more efficiently using our study tools.

Information

Publisher
Wiley
Year
2007
Print ISBN
9780470854952
9780470854945
Edition
1
eBook ISBN
9780470061343

Table of contents

  1. Simulation and Monte Carlo

Frequently asked questions

Yes, you can cancel anytime from the Subscription tab in your account settings on the Perlego website. Your subscription will stay active until the end of your current billing period. Learn how to cancel your subscription
No, books cannot be downloaded as external files, such as PDFs, for use outside of Perlego. However, you can download books within the Perlego app for offline reading on mobile or tablet. Learn how to download books offline
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1.5 million books across 990+ topics, we’ve got you covered! Learn about our mission
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more about Read Aloud
Yes! You can use the Perlego app on both iOS and Android devices to read anytime, anywhere — even offline. Perfect for commutes or when you’re on the go.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app
Yes, you can access Simulation and Monte Carlo by J. S. Dagpunar in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over 1.5 million books available in our catalogue for you to explore.