Simulation and Monte Carlo: With Applications in Finance and MCMC (Repost)

Simulation and Monte Carlo is aimed at students studying fordegrees in Mathematics, Statistics, Financial Mathematics,Operational Research, Computer Science, and allied subjects, whowish an up-to-date account of the theory and practice ofSimulation. Its distinguishing features are in-depth accounts ofthe theory of Simulation, including the important topic of variancereduction techniques, together with illustrative applications inFinancial Mathematics, Markov chain Monte Carlo, and Discrete EventSimulation.
Each chapter contains a good selection of exercises andsolutions with an accompanying appendix comprising a Mapleworksheet containing simulation procedures. The worksheets can alsobe downloaded from the web site supporting the book. Thisencourages readers to adopt a hands-on approach in the effectivedesign of simulation experiments.
Arising from a course taught at Edinburgh University overseveral years, the book will also appeal to practitioners workingin the finance industry, statistics and operations research.