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Simulation and Monte Carlo: With Applications in Finance and MCMC

J. S. Dagpunar
ISBN: 978-0-470-85495-2
Paperback
352 pages
March 2007
List Price: US $72.75
Government Price: US $50.52
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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: Hardcover

  • 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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