267 34 453KB
English Pages 688 [685] Year 2014
Report DMCA / Copyright
DOWNLOAD PDF FILE
Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Financial Mathematics,
473 55 2MB Read more
Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. Thes
393 88 5MB Read more
"This book develops the use of Monte Carlo methods in finance, and it also uses simulation as a vehicle for present
304 86 12KB Read more
Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decad
102 77 Read more
This volume represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Car
110 23 5MB Read more
124 62 917KB Read more
I read and then reread Peter Jackel's book on Monte Carlo methods in finance, hoping to get more out of it with the
440 64 25MB Read more
Developed from the author’s course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applicatio
419 36 2MB Read more
Advances in Quantum Monte Carlo confronts the challenges in quantum mechanics that have become progressively more preval
391 86 277KB Read more
Monte Carlo with Python.
106 37 2MB Read more