Essentials of Monte Carlo Simulation

Essentials of Monte Carlo Simulation
Author :
Publisher : Springer Science & Business Media
Total Pages : 184
Release :
ISBN-10 : 9781461460220
ISBN-13 : 1461460220
Rating : 4/5 (20 Downloads)

Book Synopsis Essentials of Monte Carlo Simulation by : Nick T. Thomopoulos

Download or read book Essentials of Monte Carlo Simulation written by Nick T. Thomopoulos and published by Springer Science & Business Media. This book was released on 2012-12-19 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: Essentials of Monte Carlo Simulation focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. The theories presented in this text deal with systems that are too complex to solve analytically. As a result, readers are given a system of interest and constructs using computer code, as well as algorithmic models to emulate how the system works internally. After the models are run several times, in a random sample way, the data for each output variable(s) of interest is analyzed by ordinary statistical methods. This book features 11 comprehensive chapters, and discusses such key topics as random number generators, multivariate random variates, and continuous random variates. Over 100 numerical examples are presented as part of the appendix to illustrate useful real world applications. The text also contains an easy to read presentation with minimal use of difficult mathematical concepts. Very little has been published in the area of computer Monte Carlo simulation methods, and this book will appeal to students and researchers in the fields of Mathematics and Statistics.


Essentials of Monte Carlo Simulation Related Books

Essentials of Monte Carlo Simulation
Language: en
Pages: 184
Authors: Nick T. Thomopoulos
Categories: Mathematics
Type: BOOK - Published: 2012-12-19 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Essentials of Monte Carlo Simulation focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. The theories presented in th
Monte Carlo Simulation and Resampling Methods for Social Science
Language: en
Pages: 304
Authors: Thomas M. Carsey
Categories: Social Science
Type: BOOK - Published: 2013-08-05 - Publisher: SAGE Publications

DOWNLOAD EBOOK

Taking the topics of a quantitative methodology course and illustrating them through Monte Carlo simulation, this book examines abstract principles, such as bia
Monte Carlo Methods in Financial Engineering
Language: en
Pages: 603
Authors: Paul Glasserman
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

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 Simulation and Finance
Language: en
Pages: 308
Authors: Don L. McLeish
Categories: Business & Economics
Type: BOOK - Published: 2011-09-13 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and b
Introducing Monte Carlo Methods with R
Language: en
Pages: 297
Authors: Christian Robert
Categories: Computers
Type: BOOK - Published: 2010 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

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