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Monte Carlo Strategies in Scientific Computing Jun S. Liu

Monte Carlo Strategies in Scientific Computing

Jun S. Liu

Published January 4th 2008
ISBN : 9780387763699
Paperback
343 pages
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 About the Book 

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 andMoreThis 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.