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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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.
Imprint | Springer-Verlag New York |
Country of origin | United States |
Series | Springer Series in Statistics |
Release date | 2008 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2004 |
Authors | Jun S. Liu |
Dimensions | 229 x 152 x 20mm (L x W x T) |
Format | Paperback |
Pages | 344 |
Edition | 1st ed. 2001, 2nd printing 2008 |
ISBN-13 | 978-0-387-76369-9 |
Barcode | 9780387763699 |
Categories | |
LSN | 0-387-76369-4 |