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

George S. Fishman

ISBN 10: 1441928472 / ISBN 13: 9781441928474

Editore: Springer 2011-05-26, 2011

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Codice articolo 6666-IUK-9781441928474

Dati bibliografici

• Titolo: Monte Carlo: Concepts, Algorithms, and Applications (Springer Series in Operations Research and Financial Engineering)
• Editore: Springer 2011-05-26
• Data di pubblicazione: 2011
• Lingua: Inglese
• ISBN 10: 1441928472
• ISBN 13: 9781441928474
• Rilegatura: Paperback
• Condizione: 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