Simulation and Monte Carlo With applications in finance and MCMC


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Monte Carlo Methods in Financial Engineering
3 May 2011

Monte Carlo Methods in Financial Engineering

Monte Carlo Methods in Financial Engineering by Paul Glasserman (Author)

Publisher: *pri*g*r | ISBN: 0387004513 | edition 2003 | PDF | 614 pages | 13 MB

"Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers You will want to have prior knowledge of both the Monte Carlo method and financial engineering. If you do, you will find the book to be a goldmine So often, financial engineering texts are very theoretical. This book is not. The Monte Carlo method serves as a unifying theme that motivates practical discussions of how to implement real models on real trading floors. You will learn plenty of financial engineering amidst these pages. The writing is a pleasure to read. Topics are timely and relevant. Glasserman's is a must-have book for financial engineers." -Glyn Holton, Contingency AnalysisMathematical Reviews, 2004: "... this book is very comprehensive, up-to-date and useful tool for those who are interested in implementing Monte Carlo methods in a financial context."
Applications of Monte Carlo Method in Science and Engineering
1 July 2011

Applications of Monte Carlo Method in Science and Engineering
Applications of Monte Carlo Method in Science and Engineering
332 pages | Aug 31 2010 |ISBN:9533076917 | PDF | 50.5 Mb

In this book, Applications of Monte Carlo Method in Science and Engineering, we further expose the broad range of applications of Monte Carlo simulation in the fields of Quantum Physics, Statistical Physics, Reliability, Medical Physics, Polycrystalline Materials, Ising Model, Chemistry, Agriculture, Food Processing, X-ray Imaging, Electron Dynamics in Doped Semiconductors, Metallurgy, Remote Sensing and much more diverse topics. The book chapters included in this volume clearly reflect the current scientific importance of Monte Carlo techniques in various fields of research.
Monte Carlo. Concepts, Algorithms and Applications
9 August 2010

Monte Carlo. Concepts, Algorithms and Applications
Monte Carlo. Concepts, Algorithms and Applications
Springer 1999 | 728 | ISBN: 038794527X | PDF | 7 Mb
This volume presents a comprehensive first course in the Monte Carlo method which will be suitable for graduate and undergraduate students in the mathematical sciences and engineering, principally in operations research, statistics, mathematics, and computer science. The reader is assumed to have a sound understanding of calculus, introductory matrix analysis, probability, and intermediate statistics, but otherwise the book is self-contained. As well as a thorough exploration of the important concepts of the Monte Carlo method, the volume includes over 90 algorithms which allow the reader to move rapidly from the concepts to putting them into practice. The book also contains numerous exercises, many of them hands-on implementations of selected algorithms to demonstrate the application of these ideas in realistic settings. Software, freely available via ftp and portable across computing platforms, provides programs for pseudorandom number generation and statistical sample path data analysis. The software is suitable for use with the exercises as well as for more general applications. For professional mathematical scientists and engineers this book provides a ready reference to the Monte Carlo method, especially to implementatable algorithms for performing sampling experiments on a computer and for analyzing their results. ...
Digital Nets and Sequences: Discrepancy Theory and Quasi-Monte Carlo Integration
24 April 2011

Digital Nets and Sequences: Discrepancy Theory and Quasi-Monte Carlo Integration

Digital Nets and Sequences: Discrepancy Theory and Quasi-Monte Carlo Integration by Josef Dick, Friedrich Pillichshammer

Publisher: Ca-dge U-sity Press | 2010 | ISBN: 0521191599 | PDF | 618 pages | 14 MB

Indispensable for students, invaluable for researchers, this comprehensive treatment of contemporary quasi-Monte Carlo methods, digital nets and sequences, and discrepancy theory starts from scratch with detailed explanations of the basic concepts and then advances to current methods used in research. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules have increased in popularity, with many fruitful applications in mathematical practice. These rules require nodes with good uniform distribution properties, and digital nets and sequences in the sense of Niederreiter are known to be excellent candidates.
A Guide to Monte Carlo Simulations in Statistical Physics
23 February 2012

A Guide to Monte Carlo Simulations in Statistical Physics

A Guide to Monte Carlo Simulations in Statistical Physics

2005 | 432 | ISBN: 0521842387 | PDF | 6 Mb

This new and updated edition deals with all aspects of Monte Carlo simulation of complex physical systems encountered in condensed-matter physics, statistical mechanics, and related fields. After briefly recalling essential background in statistical mechanics and probability theory, it gives a succinct overview of simple sampling methods. The concepts behind the simulation algorithms are explained comprehensively, as are the techniques for efficient evaluation of system configurations generated by simulation. It contains many applications, examples, and exercises to help the reader and provides many new references to more specialized literature. This edition includes a brief overview of other methods of computer simulation and an outlook for the use of Monte Carlo simulations in disciplines beyond physics. This is an excellent guide for graduate students and researchers who use computer simulations in their research. It can be used as a textbook for graduate courses on computer simulations in physics and related disciplines....
Monte Carlo (2011) BluRay 720p DTS x264 - CHD
26 September 2011

Monte Carlo (2011) BluRay 720p DTS x264 - CHD

Monte Carlo 2011
720p Bluray | MKV | English | 1h 48 min | 1280x694 | x264 - 7164 kbps | DTS - 1510 kbps | 5.44 GB
Stars: Katie Cassidy, Leighton Meester and Selena Gomez
Writer: April Blair, Thomas Bezucha
Director: Thomas Bezucha
Rating: 5.2/10 from 3,593 IMDb users
Genres: Romance, Comedy, Adventure
I.M.D.B info

Storyline: A young woman, her uptight step sister and her best friend use their savings for a long anticipated dream trip to Paris, which turns out to be a big disappointment. When they decide to take a break from their lousy tour and duck into the lobby of a luxury hotel, one of them is mistaken for a spoiled British heiress. Before they get the chance to reveal their true identities they are wrapped up in misadventures during a vacation to Monte Carlo instead.
Monte Carlo (2011) BRRip XviD AC3-SANTi
27 September 2011

Monte Carlo (2011) BRRip XviD AC3-SANTi

Monte Carlo 2011
AVI | BRRip | English | 01:48:00 | 720x384 | XVID - 1888 kbps | AC3 - 384 kbps | 1.43 GB
Stars: Katie Cassidy, Leighton Meester and Selena Gomez
Writer: April Blair, Thomas Bezucha
Director: Thomas Bezucha
Rating: 5.2/10 from 3,593 IMDb users
Genres: Romance, Comedy, Adventure
I.M.D.B info

Storyline: A young woman, her uptight step sister and her best friend use their savings for a long anticipated dream trip to Paris, which turns out to be a big disappointment. When they decide to take a break from their lousy tour and duck into the lobby of a luxury hotel, one of them is mistaken for a spoiled British heiress. Before they get the chance to reveal their true identities they are wrapped up in misadventures during a vacation to Monte Carlo instead.
Monte Carlo (2011) 720p BRRIP XVID AC3 - SPEEDY
27 September 2011

Monte Carlo (2011) 720p BRRIP XVID AC3 - SPEEDY

Monte Carlo 2011
AVI | 720p 720p BRRip | English | 01:48:00 | 1280x688 | x264 - 3284 kbps | AC3 - 384 kbps | 2.50 GB
Stars: Katie Cassidy, Leighton Meester and Selena Gomez
Writer: April Blair, Thomas Bezucha
Director: Thomas Bezucha
Rating: 5.2/10 from 3,593 IMDb users
Genres: Romance, Comedy, Adventure
I.M.D.B info

Storyline: A young woman, her uptight step sister and her best friend use their savings for a long anticipated dream trip to Paris, which turns out to be a big disappointment. When they decide to take a break from their lousy tour and duck into the lobby of a luxury hotel, one of them is mistaken for a spoiled British heiress. Before they get the chance to reveal their true identities they are wrapped up in misadventures during a vacation to Monte Carlo instead.
Monte Carlo (2011) BRRip XviD AC3 - EMBER
27 September 2011

Monte Carlo (2011) BRRip XviD AC3 - EMBER

Monte Carlo 2011
AVI | English | 01:48:00 | 720x384 | XVID - 2108 kbps | AC3 - 384 kbps | 1.60 GB
Stars: Katie Cassidy, Leighton Meester and Selena Gomez
Writer: April Blair, Thomas Bezucha
Director: Thomas Bezucha
Rating: 5.2/10 from 3,593 IMDb users
Genres: Romance, Comedy, Adventure
I.M.D.B info

Storyline: A young woman, her uptight step sister and her best friend use their savings for a long anticipated dream trip to Paris, which turns out to be a big disappointment. When they decide to take a break from their lousy tour and duck into the lobby of a luxury hotel, one of them is mistaken for a spoiled British heiress. Before they get the chance to reveal their true identities they are wrapped up in misadventures during a vacation to Monte Carlo instead.
Monte Carlo (2011) BRRip 500MB x264 AAC - DiDee
28 September 2011

Monte Carlo (2011) BRRip 500MB x264 AAC - DiDee

Monte Carlo 2011
MKV | BRRip | English | 01:48:00 | 640x336 | x264 - 644 kbps | AAC | 501 MB
Stars: Katie Cassidy, Leighton Meester and Selena Gomez
Writer: April Blair, Thomas Bezucha
Director: Thomas Bezucha
Rating: 5.2/10 from 3,593 IMDb users
Genres: Romance, Comedy, Adventure
I.M.D.B info

Storyline: A young woman, her uptight step sister and her best friend use their savings for a long anticipated dream trip to Paris, which turns out to be a big disappointment. When they decide to take a break from their lousy tour and duck into the lobby of a luxury hotel, one of them is mistaken for a spoiled British heiress. Before they get the chance to reveal their true identities they are wrapped up in misadventures during a vacation to Monte Carlo instead.