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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| Format: | Book |
| Language: | English |
| Published: |
Chichester, England
John Wiley & Sons, Ltd.
2007
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| Online Access: | Click Here to View Status and Holdings. |
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Monte Carlo simulation
