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Simulation and Monte Carlo – With Applications in Finance and MCMC

Autor JS Dagpunar
en Limba Engleză Hardback – 26 ian 2007
This book provides a lucid and comprehensive introduction to simulation methods, and features examples and applications using Maple. Maple is widely used at undergraduate mathematics level in the UK, US and Europe. It is readily available to students, researchers and practitioners, and the code is easily transferrable into other languages.
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Specificații

ISBN-13: 9780470854945
ISBN-10: 0470854944
Pagini: 348
Dimensiuni: 170 x 244 x 20 mm
Greutate: 0.68 kg
Editura: Wiley
Locul publicării:Chichester, United Kingdom

Public țintă

Advanced undergraduates taking courses in the mathematical sciences, and graduate students of financial mathematics, statistics and operations research. Will also be of use to practitioners working in these areas, and in the finance industry .

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Notă biografică

J. S. Dagpunar is the author of Simulation and Monte Carlo: With Applications in Finance and MCMC, published by Wiley.