Search Results for: Essentials Of Monte Carlo Simulation

Essentials of Monte Carlo Simulation focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. The theories presented in th

Taking the topics of a quantitative methodology course and illustrating them through Monte Carlo simulation, this book examines abstract principles, such as bia

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

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 book brings together expert researchers engaged in Monte-Carlo simulation-based statistical modeling, offering them a forum to present and discuss recent i