Monte Carlo Concepts Algorithms And Applications

This book provides an introduction to the Monte Carlo method suitable for a one-or two-semester course for graduate and advanced undergraduate students in the mathematical and engineering sciences. It also can serve as a reference for the professional analyst. In the past, my inability to provide students with a single­ source book on this topic for class and for later professional reference had left me repeatedly frustrated, and eventually motivated me to write this book.

This book provides an introduction to the Monte Carlo method suitable for a one-or two-semester course for graduate and advanced undergraduate students in the mathematical and engineering sciences. It also can serve as a reference for the professional analyst. In the past, my inability to provide students with a single­ source book on this topic for class and for later professional reference had left me repeatedly frustrated, and eventually motivated me to write this book.

This book provides an introduction to the Monte Carlo method suitable for a one-or two-semester course for graduate and advanced undergraduate students in the mathematical and engineering sciences. It also can serve as a reference for the professional analyst. In the past, my inability to provide students with a single­ source book on this topic for class and for later professional reference had left me repeatedly frustrated, and eventually motivated me to write this book.

This book provides an introduction to the Monte Carlo method suitable for a one-or two-semester course for graduate and advanced undergraduate students in the mathematical and engineering sciences. It also can serve as a reference for the professional analyst. In the past, my inability to provide students with a single­ source book on this topic for class and for later professional reference had left me repeatedly frustrated, and eventually motivated me to write this book.

A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications