Springer Series in Statistics Monte Carlo Strategies in Scientific Computing

Type
Book
Authors
Liu ( Liu, Jun S. )
 
ISBN 10
0387952306 
ISBN 13
9780387952307 
Category
Unknown  [ Browse Items ]
Publication Year
2002 
Publisher
Pages
344 
Description
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. - from Amzon 
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