by Dirk P . Kroese (Author), ThomasTaimre (Author), ZdravkoI.Botev (Author)
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.
Format: Hardcover
Pages: 772
Publisher: Wiley-Blackwell
Published: 01 Apr 2011
ISBN 10: 0470177934
ISBN 13: 9780470177938