Description

Book Synopsis
1. Introduction to Monte Carlo Methods.- 2. Some Probability Distributions and Their Uses.- 3. Markov Chain Monte Carlo.- 4. Random Walks.- 5. Optimization by Monte Carlo Methods.- 6. More on Markov Chain Monte Carlo.- A. Generating Uniform Random Numbers.- B. Perron Frobenius Theorem.- C. Kelly Allocation for Correlated Investments.- D. Donsker's Theorem.- E. Projects.- References.- List of Notation.- Code Index.

Explorations in Monte Carlo Methods

    Product form

    £63.99

    Includes FREE delivery

    RRP £79.99 – you save £16.00 (20%)

    Order before 4pm tomorrow for delivery by Wed 15 Jul 2026.

    A Hardback by Ronald W. Shonkwiler

    15 in stock

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Explorations in Monte Carlo Methods by Ronald W. Shonkwiler

      Publisher: Springer
      Publication Date: 6/15/2024
      ISBN13: 9783031559631, 978-3031559631
      ISBN10: 3031559630

      Description

      Book Synopsis
      1. Introduction to Monte Carlo Methods.- 2. Some Probability Distributions and Their Uses.- 3. Markov Chain Monte Carlo.- 4. Random Walks.- 5. Optimization by Monte Carlo Methods.- 6. More on Markov Chain Monte Carlo.- A. Generating Uniform Random Numbers.- B. Perron Frobenius Theorem.- C. Kelly Allocation for Correlated Investments.- D. Donsker's Theorem.- E. Projects.- References.- List of Notation.- Code Index.

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account