"Preface This book can serve as the text for a one-semester course on Monte Carlo simulation. The intended audience is advanced undergraduate students or students on master's programs who wish to learn the basics of this exciting topic and its applications to finance. The book i…
"Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algo…
"This is a book of elementary probability theory that includes a chapter on algorithmic randomness. It rigorously presents definitions and theorems in computation theory, and explains the meanings of the theorems by comparing them with mechanisms of the computer, which is very e…
This book draws together contributions from authorities in the field and fills the urgent need to communicate the state of the art to a general statistical audience. Emphasis is placed on practice rather than theory, although fundamental theoretical concepts are discussed. The i…
Monte Carlo statistical methods
by Robert, Christian P., Casella, George
fromSpringer Texts in Statistics
Correlated models and wave functions -- Probability theory -- Monte Carlo sampling and Markov chains -- Langevin molecular dynamics -- Variational Monte Carlo -- Optimization of variational wave functions -- Time-dependent variational Monte Carlo -- Green's function Monte Carlo …