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This is one of the first books that describe all the steps that are needed in order to analyze, design and implement Monte Carlo applications. It discusses the
Introducing Monte Carlo Methods with R
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Pages: 297
Authors: Christian Robert
Categories: Computers
Type: BOOK - Published: 2010 - Publisher: Springer Science & Business Media

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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
Modern Computational Finance
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Type: BOOK - Published: 2018-11-20 - Publisher: John Wiley & Sons

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Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern finan
Monte Carlo Methods in Financial Engineering
Language: en
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Authors: Paul Glasserman
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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 Strategies in Scientific Computing
Language: en
Pages: 350
Authors: Jun S. Liu
Categories: Mathematics
Type: BOOK - Published: 2013-11-11 - Publisher: Springer Science & Business Media

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This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo technique