Business & Economics Books:

Stochastic Simulation: Algorithms and Analysis

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Description

Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. Given the wide range of examples, exercises and applications students, practitioners and researchers in probability, statistics, operations research, economics, finance, engineering as well as biology and chemistry and physics will find the book of value.
Release date Australia
November 19th, 2010
Audience
  • Professional & Vocational
Edition
Softcover reprint of hardcover 1st ed. 2007
Illustrations
XIV, 476 p.
Pages
476
Dimensions
156x234x25
ISBN-13
9781441921468
Product ID
9866879

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