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Simulation And The Monte Carlo Method

Simulation and the Monte Carlo Method

Simulation and the Monte Carlo Method
Author : Reuven Y. Rubinstein
Publisher : Wiley-Interscience
Total Pages : 278
Release : 1981-05-14
ISBN 10 : UOM:39015007663431
ISBN 13 :
Language : EN, FR, DE, ES & NL

Simulation and the Monte Carlo Method Book Description:

This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard material usually considered in Monte Carlo simulation as well as new material such as variance reduction techniques, regenerative simulation, and Monte Carlo optimization.


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Simulation and the Monte Carlo Method
Language: en
Pages: 278
Authors: Reuven Y. Rubinstein
Categories: Mathematics
Type: BOOK - Published: 1981-05-14 - Publisher: Wiley-Interscience

This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard material usually considered in Monte Carlo simulation as well as new material such
Simulation and the Monte Carlo Method
Language: en
Pages: 432
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"[This third edition] reflects the latest developments in the field and presents a fully updates and comprehensive account of state-of-the art theory, methods, and applications that have emerged in Monte Carlo simulation since the publication of the classic first edition over more than a quarter of a century ago. While
Applications of the Monte Carlo Method in Statistical Physics
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Pages: 341
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When learning very formal material one comes to a stage where one thinks one has understood the material. Confronted with a "realiife" problem, the passivity of this understanding sometimes becomes painfully elear. To be able to solve the problem, ideas, methods, etc. need to be ready at hand. They must
Monte Carlo Methods in Financial Engineering
Language: en
Pages: 596
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From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton,