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Handbook in Monte Carlo Simulation
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Authors: Paolo Brandimarte
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Type: BOOK - Published: 2014-06-20 - Publisher: John Wiley & Sons

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An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and compre
Handbook of Monte Carlo Methods
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Pages: 627
Authors: Dirk P. Kroese
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Type: BOOK - Published: 2013-06-06 - Publisher: John Wiley & Sons

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A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical
Essentials of Monte Carlo Simulation
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Type: BOOK - Published: 2012-12-19 - Publisher: Springer Science & Business Media

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Essentials of Monte Carlo Simulation focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. The theories presented in th
Handbook of Markov Chain Monte Carlo
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Since their popularization in the 1990s, Markov chain Monte Carlo (MCMC) methods have revolutionized statistical computing and have had an especially profound i
Random Number Generation and Monte Carlo Methods
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Monte Carlo simulation has become one of the most important tools in all fields of science. This book surveys the basic techniques and principles of the subject