Simulation and Monte Carlo - (Wiley Series in Probability and Statistics) by J S Dagpunar (Paperback)
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<p/><br></br><p><b> From the Back Cover </b></p></br></br>Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Financial Mathematics, Operational Research, Computer Science, and allied subjects, who wish an up-to-date account of the theory and practice of Simulation. Its distinguishing features are in-depth accounts of the theory of Simulation, including the important topic of variance reduction techniques, together with illustrative applications in Financial Mathematics, Markov chain Monte Carlo, and Discrete Event Simulation. <p>Each chapter contains a good selection of exercises and solutions with an accompanying appendix comprising a Maple worksheet containing simulation procedures. The worksheets can also be downloaded from the web site supporting the book. This encourages readers to adopt a hands-on approach in the effective design of simulation experiments.</p> <p>Arising from a course taught at Edinburgh University over several years, the book will also appeal to practitioners working in the finance industry, statistics and operations research.</p><p/><br></br><p><b> Review Quotes </b></p></br></br><br>?This book would be immensely useful for any practitioner seeking to learn more about this field, as well as for lecturers seeking a reliable and informative text.? ( <i>Significance</i>, September 2009) <p>The book does a nice job of discussing, developing, and presenting the mathematical aspects of random processes, random number generation, and Markov chain Monte Carlo (MCMC) methods. I particularly like the notation used and the depth of proofs offered; they are technically correct, well organized, and nicely presented. (<i>Journal of the American Statistical Association</i>, June 2008)</p> <p>?Dagpunar presents a textbook based on 20-hour courses he has taught for advanced students of mathematics and students of financial mathematics.? (<i>SciTech Book Reviews</i>, June 2007)</p> <p>?excellent for students and practitioners who don't have previous experience with simulation methods?a great contribution. (<i>MAA Reviews</i>, April 5, 2007)</p><br><p/><br></br><p><b> About the Author </b></p></br></br><p><b>J. S. Dagpunar</b> is the author of <i>Simulation and Monte Carlo: With Applications in Finance and MCMC</i>, published by Wiley.</p>
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