Showing posts with label monte carlo. Show all posts
Showing posts with label monte carlo. Show all posts

Sunday, April 15, 2007

A good new book on Monte Carlo methods

Title: Simulation and Monte Carlo: With applications in finance and MCMC
Author: J. S. Dagpunar
Publisher: Wiley

This new book seems really cool and I will try to remember to buy it next time I visit US.

http://as.wiley.com/WileyCDA/WileyTitle/productCd-0470854952.html

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