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Type: BOOK - Published: 2020-02-24 - Publisher: Springer Nature

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This book seeks to bridge the gap between statistics and computer science. It provides an overview of Monte Carlo methods, including Sequential Monte Carlo, Mar
Monte Carlo Methods
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Authors: Malvin H. Kalos
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Type: BOOK - Published: 2008-09-26 - Publisher: John Wiley & Sons

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This introduction to Monte Carlo Methods seeks to identify and study the unifying elements that underlie their effective application. It focuses on two basic th
Monte Carlo Methods in Financial Engineering
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From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to
Exploring Monte Carlo Methods
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Handbook of Monte Carlo Methods
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A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical