Simulation and Monte Carlo: With applications in finance and MCMC
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This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 5-6 days delivery time. The book is not returnable.
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.
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.