Handbook of Monte Carlo Methods by Thomas Taimre

Handbook of Monte Carlo Methods by Thomas Taimre
English | Mar 15, 2011 | ISBN: 0470177934 | 775 Pages | PDF | 10 MB
A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications
More and more of today's numerical problems found in engineering and finance are solved through Monte Carlo methods.
The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field.



Title: Handbook of Monte Carlo Methods by Thomas Taimre
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