Monte-Carlo Methods and Stochastic Processes
Language: en
Pages: 216
Authors: Emmanuel Gobet
Categories: Mathematics
Type: BOOK - Published: 2016-09-15 - Publisher: CRC Press

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Developed from the author’s course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear focuses on the simulati
Stochastic Simulation and Monte Carlo Methods
Language: en
Pages: 264
Authors: Carl Graham
Categories: Mathematics
Type: BOOK - Published: 2013-07-16 - Publisher: Springer Science & Business Media

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In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practit
Handbook of Monte Carlo Methods
Language: en
Pages: 627
Authors: Dirk P. Kroese
Categories: Mathematics
Type: BOOK - Published: 2013-06-06 - Publisher: John Wiley & Sons

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A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical
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

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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
Simulation and the Monte Carlo Method
Language: en
Pages: 308
Authors: Reuven Y. Rubinstein
Categories: Mathematics
Type: BOOK - Published: 2009-09-25 - Publisher: John Wiley & Sons

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This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences f