Monte Carlo Strategies in Scientific Computing

Download or read book Monte Carlo Strategies in Scientific Computing written by Jun S. Liu and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.