Monte Carlo
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Language: en
Pages: 297
Pages: 297
Type: BOOK - Published: 2010 - Publisher: Springer Science & Business Media
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
Language: en
Pages: 433
Pages: 433
Type: BOOK - Published: 2020-02-24 - Publisher: Springer Nature
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
Language: de
Pages: 245
Pages: 245
Type: BOOK - Published: 2002-04-03 - Publisher: John Wiley & Sons
An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guid
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: 721
Pages: 721
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media
Apart from a thorough exploration of all the important concepts, this volume includes over 75 algorithms, ready for putting into practice. The book also contain