Monte Carlo Methods
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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: en
Pages: 304
Pages: 304
Type: BOOK - Published: 2013-08-05 - Publisher: SAGE Publications
Taking the topics of a quantitative methodology course and illustrating them through Monte Carlo simulation, this book examines abstract principles, such as bia
Language: en
Pages: 195
Pages: 195
Type: BOOK - Published: 2008-09-26 - Publisher: John Wiley & Sons
This introduction to Monte Carlo Methods seeks to identify and study the unifying elements that underlie their effective application. It focuses on two basic th
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: 594
Pages: 594
Type: BOOK - Published: 2022-06-07 - Publisher: Elsevier
Exploring Monte Carlo Methods, Second Edition provides a valuable introduction to the numerical methods that have come to be known as "Monte Carlo." This unique