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Language: en
Pages: 216
Pages: 216
Type: BOOK - Published: 2016-09-15 - Publisher: CRC Press
Developed from the author’s course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear focuses on the simulati
Language: en
Pages: 264
Pages: 264
Type: BOOK - Published: 2013-07-16 - Publisher: Springer Science & Business Media
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practit
Language: en
Pages: 603
Pages: 603
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media
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
Language: en
Pages: 627
Pages: 627
Type: BOOK - Published: 2013-06-06 - Publisher: John Wiley & Sons
A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical
Language: en
Pages: 308
Pages: 308
Type: BOOK - Published: 2009-09-25 - Publisher: John Wiley & Sons
This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences f