MCM Handbook

by Thomas Taimre, Zdravko I. Botev, Dirk P. Kroese

A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications

More and more of today's numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo...

• Format: Hardcover
• Language: English
• ISBN: 0470177934
• ISBN13: 9780470177938
• Release Date: March 2011
• Publisher: Wiley
• Length: 772 Pages
• Weight: 3.35 lbs.
• Dimensions: 1.7" x 7.1" x 10.0"