Simulation and Monte Carlo with applications in finance and MCMC

Simulation and Monte Carlo with applications in finance and MCMC

This book provides and introduction to the hteory and practice of Monte Carlo and Simulation Mehotds, including topic of variance reduction techniques, applications in Financial Mathematics, Markiv Chain Monte Carlo, and Discrete Event Simulation.

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Bibliographic Details
Main Author: Dagpunar, John (Author)
Format: Book
Language:English
Published: Chichester, England John Wiley & Sons, Ltd. 2007
Subjects:
Simulation method
Business mathematics
Monte Carlo method
Online Access:Click Here to View Status and Holdings.
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