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.
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.

Simulation and Monte Carlo: With Applications in Finance and MCMC
320
Simulation and Monte Carlo: With Applications in Finance and MCMC
320Product Details
ISBN-13: | 9780470854945 |
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Publisher: | Wiley |
Publication date: | 03/12/2007 |
Series: | Wiley Series in Probability and Statistics , #346 |
Pages: | 320 |
Product dimensions: | 6.81(w) x 9.98(h) x 0.97(d) |