Simulation and Monte Carlo: With Applications in Finance and MCMC (Wiley Series in Probability and Statistics)
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Simulation and Monte Carlo
Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Financial Mathematics, Operational Research, Computer Science, and allied subjects, who wish an up-to-date account of the theory and practice of Simulation. Its distinguishing features are in-depth accounts of the theory of Simulation, including the important topic of variance reduction techniques, together with illustrative applications in Financial Mathematics, Markov chain Monte Carlo, and Discrete Event Simulation.
Each chapter contains a good selection of exercises and solutions with an accompanying appendix comprising a Maple worksheet containing simulation procedures. The worksheets can also be downloaded from the web site supporting the book. This encourages readers to adopt a hands-on approach in the effective design of simulation experiments.
Arising from a course taught at Edinburgh University over several years, the book will also appeal to practitioners working in the finance industry, statistics and operations research.
The book, Simulation and Monte Carlo: With Applications in Finance and MCMC (Wiley Series in Probability and Statistics) [Bulk, Wholesale, Quantity] ISBN#9780470854952 in Paperback by J. S. Dagpunar may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.
Details
- Publisher
- Wiley
- Author
- J. S. Dagpunar
- Format
- Paperback
- Published
- Mar 19, 2007
- ISBN-13
- 9780470854952
- Pages
- 352
- Carton quantity
- 15 copies
- Printing
- Printed on demand
Simulation and Monte Carlo in bulk: pricing
Volume pricing applies automatically in your cart. No codes, no account needed.
| Copies | Price per copy | You save |
|---|---|---|
| 25 – 99 | $64.56 | 15% off list |
| 100 – 249 | $63.80 | 16% off list |
| 250 – 499 | $63.04 | 17% off list |
| 500 – 999 | $62.28 | 18% off list |
| 1,000+ | $60.76 | 20% off list |
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Simulation and Monte Carlo: With Applications in Finance and MCMC (Wiley Series in Probability and Statistics)
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