Essentials of Monte Carlo Simulation - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Essentials of Monte Carlo Simulation write by Nick T. Thomopoulos. This book was released on 2012-12-19. Essentials of Monte Carlo Simulation available in PDF, EPUB and Kindle. Essentials of Monte Carlo Simulation focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. The theories presented in this text deal with systems that are too complex to solve analytically. As a result, readers are given a system of interest and constructs using computer code, as well as algorithmic models to emulate how the system works internally. After the models are run several times, in a random sample way, the data for each output variable(s) of interest is analyzed by ordinary statistical methods. This book features 11 comprehensive chapters, and discusses such key topics as random number generators, multivariate random variates, and continuous random variates. Over 100 numerical examples are presented as part of the appendix to illustrate useful real world applications. The text also contains an easy to read presentation with minimal use of difficult mathematical concepts. Very little has been published in the area of computer Monte Carlo simulation methods, and this book will appeal to students and researchers in the fields of Mathematics and Statistics.
Essentials of Monte Carlo Simulation
Essentials of Monte Carlo Simulation - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Essentials of Monte Carlo Simulation write by Springer. This book was released on 2012-12-01. Essentials of Monte Carlo Simulation available in PDF, EPUB and Kindle.
Monte Carlo Simulation and Resampling Methods for Social Science
Monte Carlo Simulation and Resampling Methods for Social Science - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Monte Carlo Simulation and Resampling Methods for Social Science write by Thomas M. Carsey. This book was released on 2013-08-05. Monte Carlo Simulation and Resampling Methods for Social Science available in PDF, EPUB and Kindle. Taking the topics of a quantitative methodology course and illustrating them through Monte Carlo simulation, this book examines abstract principles, such as bias, efficiency, and measures of uncertainty in an intuitive, visual way. Instead of thinking in the abstract about what would happen to a particular estimator "in repeated samples," the book uses simulation to actually create those repeated samples and summarize the results. The book includes basic examples appropriate for readers learning the material for the first time, as well as more advanced examples that a researcher might use to evaluate an estimator he or she was using in an actual research project. The book also covers a wide range of topics related to Monte Carlo simulation, such as resampling methods, simulations of substantive theory, simulation of quantities of interest (QI) from model results, and cross-validation. Complete R code from all examples is provided so readers can replicate every analysis presented using R.
Introducing Monte Carlo Methods with R
Introducing Monte Carlo Methods with R - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Introducing Monte Carlo Methods with R write by Christian Robert. This book was released on 2010. Introducing Monte Carlo Methods with R available in PDF, EPUB and Kindle. This book covers the main tools used in statistical simulation from a programmer’s point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison.
Monte Carlo Simulation and Finance
Monte Carlo Simulation and Finance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Monte Carlo Simulation and Finance write by Don L. McLeish. This book was released on 2011-09-13. Monte Carlo Simulation and Finance available in PDF, EPUB and Kindle. Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi-Monte Carlo methods can help solve and the different ways Monte Carlo methods can be improved upon. This state-of-the-art book on Monte Carlo simulation methods is ideal for finance professionals and students. Order your copy today.
