Ronald W. Shonkwiler, Franklin M...
Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)
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- ISBN 13:
- 9780387878362
- author:
- Ronald W. Shonkwiler, Franklin M...
- format:
- Hardcover, 2009
- publisher:
- Springer-Verlag New York Inc.
- language:
- English
- Publication Year:
- 2009
- Pages:
- 243
- Genre:
- Computer Science Textbook
- Condition:
- New
- Availability:
- Item usually sent within 10 working days
Description
Explorations in Monte Carlo Methods provides a practical and problem-oriented approach to learning this essential computational tool. With applications in optimization, finance, statistical mechanics, and more, this book is ideal for students of engineering, the sciences, and mathematics.
The book covers topics such as probability distributions, simulated annealing, genetic algorithms, option pricing, and random number generation, with a focus on hands-on learning through programming exercises and numerical simulations. Each chapter ends with a collection of problems to illustrate and reinforce the material.
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