Monte Carlo: Concepts, Algorithms, and Applications (Springer Series in Operations Research and Financial Engineering)

George Fishman

ISBN 10: 1441928472 / ISBN 13: 9781441928474

Editore: Springer, 2011

Riguardo questo articolo

723 pages. 9.25x7.01x1.64 inches. In Stock.

Codice articolo x-1441928472

Dati bibliografici

• Titolo: Monte Carlo: Concepts, Algorithms, and Applications (Springer Series in Operations Research and Financial Engineering)
• Editore: Springer
• Data di pubblicazione: 2011
• Lingua: Inglese
• ISBN 10: 1441928472
• ISBN 13: 9781441928474
• Rilegatura: Paperback
• Condizione: Brand New

Descrizione articolo

Riassunto

Comprehensive self-contained account of the Monte Carlo method by one of the subject's leading experts. Contains numerous examples from different fields of application and many exercises designed to provide students with hands-on experience in implementing algorithms.

Contenuti

Preface * Selected Notation * 1 Introduction * 2 Estimating Volume and Count * 3 Generating Samples * 4 Increasing Efficiency * 5 Random Tours * 6 Designing and Analyzing Sample Paths * 7 Generating Pseudorandom Numbers * Author Index * Subject Index