This book seeks to bridge the gap between statistics and computer science. It provides an overview of Monte Carlo methods, including Sequential Monte Carlo, Mar

This introduction to Monte Carlo Methods seeks to identify and study the unifying elements that underlie their effective application. It focuses on two basic th

This book covers the main tools used in statistical simulation from a programmer’s point of view, explaining the R implementation of each simulation technique

From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to

Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range