Code: 04397917

Stochastic Simulation: Algorithms and Analysis

Name: Stochastic Simulation: Algorithms and Analysis
Brand: Springer-Verlag New York Inc.
SKU: 04397917
Price: 65.57 EUR
Availability: InStock
Author: Soren Asmussen
ISBN: 9780387306797

by Soren Asmussen

Language: English
Binding: Hardback
Number of pages: 476
Publisher: Springer-Verlag New York Inc., 2007
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Book synopsis

The book covers a broad aspect of topics and applications in simulation at a higher mathematical level than other recent texts in the area. Its readership is intended for graduate students and researchers from a broad variety of areas, in particular applied probability, statistics, mathematical finance, operations research, industrial engineering, electrical engineering and other application areas. The book contains a large amount of exercises and illustrations.