Monte Carlo Strategies in Scientific Computing

Monte Carlo Strategies in Scientific Computing
Author :
Publisher : Springer Science & Business Media
Total Pages : 350
Release :
ISBN-10 : 9780387763712
ISBN-13 : 0387763716
Rating : 4/5 (716 Downloads)

Book Synopsis Monte Carlo Strategies in Scientific Computing by : Jun S. Liu

Download or read book Monte Carlo Strategies in Scientific Computing written by Jun S. Liu and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as a textbook for a graduate-level course on Monte Carlo methods.


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