Monte Carlo Strategies In Scientific Computing
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Monte Carlo Strategies in Scientific Computing
Author | : Jun S. Liu |
Publisher | : Springer Science & Business Media |
Total Pages | : 350 |
Release | : 2013-11-11 |
Genre | : Mathematics |
ISBN | : 0387763716 |
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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 techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as a textbook for a graduate-level course on Monte Carlo methods.
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