Monte Carlo Methods in Financial Engineering [1 ed.] 0387004513, 9780387004518

Monte Carlo methods in financial engineering [1 ed.] 0387004513, 9780387004518

Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. Thes

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Monte Carlo Methods in Finance 9780471497417, 047149741X

I read and then reread Peter Jackel's book on Monte Carlo methods in finance, hoping to get more out of it with the

436 63 25MB Read more

Monte Carlo methods 9789811329708, 9789811329715

541 57 9MB Read more

Monte Carlo and quasi-Monte Carlo methods, MCQMC 2018, Rennes 9783030434649, 9783030434656

395 27 6MB Read more

Monte Carlo and Quasi-Monte Carlo Methods 2012 9783642410949, 9783642410956, 3642410944

452 93 7MB Read more

Monte Carlo Methods in Statistical Physics 0198517971, 9780198517979, 9780585484006, 0198517963

An up-to-date introduction to Monte Carlo simulations in classical statistical physics. Covers both equilibrium and out

454 5 8MB Read more

Monte Carlo

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Hamiltonian Monte Carlo Methods in Machine Learning 9780443190353

Hamiltonian Monte Carlo Methods in Machine Learning introduces methods for optimal tuning of HMC parameters, along with

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Monte Carlo methods in finance 9780471497417, 0-471-49741-X

"There is no book on the market to compare with Dr J?ckel's. All the techniques, the tricks, the pitfalls of t

400 58 6MB Read more

Probabilistic Inference Using Markov Chain Monte Carlo Methods

In this review, I outline the role of probabilistic inference in artificial intelligence, present the theory of Markov c

469 28 1MB Read more