Handbook of monte carlo methods /

• Main Authors: Kroese, Dirk P., Taimre, Thomas (Author), Botev, Zdravko I. (Author)
• Format: eBook
• Language: English
• Published: [Place of publication not identified] : Wiley, 2011.
• Series: Wiley series in probability and statistics ; 706.
• Subjects: Monte Carlo method > Handbooks, manuals, etc.; Monte Carlo method.; MATHEMATICS > Probability & Statistics > General.; MATHEMATICS > Numerical Analysis.; Electronic resource.; Electronic books.; Handbooks and manuals.

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. The heightened popularity of these methods and their...