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

    Posted By: step778
    Simulation and Monte Carlo: With Applications in Finance and MCMC (Repost)

    J. S. Dagpunar, "Simulation and Monte Carlo: With Applications in Finance and MCMC"
    2007 | pages: 348 | ISBN: 0470854944 | PDF | 3,4 mb

    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.

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