Simulation and Monte Carlo: With Applications in Finance and MCMCISBN: 978-0-470-85494-5
Hardcover
348 pages
March 2007
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
Other Available Formats: Paperback
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- Provides a comprehensive introduction to simulation and Monte Carlo.
- Includes coverage of Markov Chain Monte Carlo.
- Includes algorithms displayed in pseudo-code and Maple.
- Features applications in the pricing of financial options.
- Includes exercises with solutions, encouraging use as a course text or for self-study.
- Written in a concise and lucid style suitable.
- Supported by a Website featuring all the computer code, and additional teaching material.
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