Explorations in Monte Carlo Methods

Explorations in Monte Carlo Methods pdf epub mobi txt 電子書 下載2025

出版者:Springer
作者:Shonkwiler, Ronald W.
出品人:
頁數:256
译者:
出版時間:2009
價格:GBP 44.99
裝幀:Hardcover
isbn號碼:9780387878362
叢書系列:Undergraduate Texts in Mathematics
圖書標籤:
  • 數學 
  • 金融 
  • 計算機科學 
  • 美國 
  • 統計學 
  • 數學 
  • 數值方法 
  • numerical_methods 
  •  
想要找書就要到 小美書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

About this textbook

* Applications covered: optimization, finance, statistical mechanics, birth and death processes, and gambling systems

* Hands-on approach is used via realistic problems demonstrated with examples and numerical simulations

* A wealth of completely solved example problems provide the reader with a sourcebook to follow toward the solution of their own computational problems

* Each chapter ends with a large collection of homework problems illustrating and directing the material

Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems.

Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material.

This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability and for a more specialized course in Monte Carlo methods. Topics include probability distributions, counting combinatorial objects, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, sampling, and random number generation.

Written for:

Undergraduate students in engineering and the sciences, and mathematics; ideal for an applied course in basic probability, as well as a more specialized course in Monte Carlo methods

Keywords:

* Matlab

* algorithims

* histogramming

* markov chain

* probability

* random number generator

* stochastic processes

具體描述

讀後感

評分

評分

評分

評分

評分

用戶評價

评分

挺好的,很基礎

评分

挺好的,很基礎

评分

挺好的,很基礎

评分

挺好的,很基礎

评分

挺好的,很基礎

本站所有內容均為互聯網搜索引擎提供的公開搜索信息,本站不存儲任何數據與內容,任何內容與數據均與本站無關,如有需要請聯繫相關搜索引擎包括但不限於百度google,bing,sogou

© 2025 book.quotespace.org All Rights Reserved. 小美書屋 版权所有