Monte Carlo Strategies in Scientific Computing
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Monte Carlo Strategies in Scientific Computing

SKU: 9780387763712

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Additional information

Full Title

Monte Carlo Strategies in Scientific Computing
Author(s)

Jun S. Liu
Edition
ISBN

9780387763712, 9780387763699, 9780387952307
Publisher

Springer
Format

PDF and EPUB

Description

This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be “standardized” and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as a textbook for a graduate-level course on Monte Carlo methods.

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