Foundations And Methods Of Stochastic Simulation
DOWNLOAD
Download Foundations And Methods Of Stochastic Simulation PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Foundations And Methods Of Stochastic Simulation book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Foundations And Methods Of Stochastic Simulation
DOWNLOAD
Author : Barry Nelson
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-01-31
Foundations And Methods Of Stochastic Simulation written by Barry Nelson and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-31 with Business & Economics categories.
This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous treatment of the foundations of simulation and why it works. It introduces object-oriented programming for simulation, covers both the probabilistic and statistical basis for simulation in a rigorous but accessible manner (providing all necessary background material); and provides a modern treatment of experiment design and analysis that goes beyond classical statistics. The book emphasizes essential foundations throughout, rather than providing a compendium of algorithms and theorems and prepares the reader to use simulation in research as well as practice. The book is a rigorous, but concise treatment, emphasizing lasting principles but also providing specific training in modeling, programming and analysis. In addition to teaching readers how to do simulation, it also prepares them to use simulation in their research; no other book does this. An online solutions manual for end of chapter exercises is also provided.
Foundations And Methods Of Stochastic Simulation
DOWNLOAD
Author : Barry L. Nelson
language : en
Publisher:
Release Date : 2021
Foundations And Methods Of Stochastic Simulation written by Barry L. Nelson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with categories.
This graduate-level textbook covers modelling, programming and analysis of stochastic computer simulation experiments, including the mathematical and statistical foundations of simulation and why it works. The book is rigorous and complete, but concise and accessible, providing all necessary background material. Object-oriented programming of simulations is illustrated in Python, while the majority of the book is programming language independent. In addition to covering the foundations of simulation and simulation programming for applications, the text prepares readers to use simulation in their research. A solutions manual for end-of-chapter exercises is available for instructors.
Stochastic Simulation And Applications In Finance With Matlab Programs
DOWNLOAD
Author : Huu Tue Huynh
language : en
Publisher: John Wiley & Sons
Release Date : 2008-12-22
Stochastic Simulation And Applications In Finance With Matlab Programs written by Huu Tue Huynh and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-22 with Business & Economics categories.
Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering. The book takes readers through the basic concepts, covering the most recent research and problems in the area, including: the quadratic re-sampling technique, the Least Squared Method, the dynamic programming and Stratified State Aggregation technique to price American options, the extreme value simulation technique to price exotic options and the retrieval of volatility method to estimate Greeks. The authors also present modern term structure of interest rate models and pricing swaptions with the BGM market model, and give a full explanation of corporate securities valuation and credit risk based on the structural approach of Merton. Case studies on financial guarantees illustrate how to implement the simulation techniques in pricing and hedging. NOTE TO READER: The CD has been converted to URL. Go to the following website www.wiley.com/go/huyhnstochastic which provides MATLAB programs for the practical examples and case studies, which will give the reader confidence in using and adapting specific ways to solve problems involving stochastic processes in finance.
An Introduction To Stochastic Modeling
DOWNLOAD
Author : Howard M. Taylor
language : en
Publisher: Academic Press
Release Date : 2014-05-10
An Introduction To Stochastic Modeling written by Howard M. Taylor and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Mathematics categories.
An Introduction to Stochastic Modeling, Revised Edition provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
Stochastic Simulation Algorithms And Analysis
DOWNLOAD
Author : Søren Asmussen
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-07-14
Stochastic Simulation Algorithms And Analysis written by Søren Asmussen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-07-14 with Mathematics categories.
Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. Given the wide range of examples, exercises and applications students, practitioners and researchers in probability, statistics, operations research, economics, finance, engineering as well as biology and chemistry and physics will find the book of value.
Monte Carlo Methods In Financial Engineering
DOWNLOAD
Author : Paul Glasserman
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Monte Carlo Methods In Financial Engineering written by Paul Glasserman and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques. This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios. The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential. The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry. Mathematical Reviews, 2004: "... this book is very comprehensive, up-to-date and useful tool for those who are interested in implementing Monte Carlo methods in a financial context."
Simulation Tools And Techniques
DOWNLOAD
Author : Angel A. Juan
language : en
Publisher: Springer Nature
Release Date : 2025-04-28
Simulation Tools And Techniques written by Angel A. Juan and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-04-28 with Computers categories.
This book constitutes the refereed post-conference proceedings of the 16th EAI International Conference on Simulation Tools and Techniques, SIMUTools 2024, held in Bratislava, Slovakia, in December 2024. The 26 full papers included in this book were carefully reviewed and selected from 63 submissions. They were organized in topical sections as follows: simulation tools and methods, traffic simulations, logistics and manufacturing, robotics simulations, applications of simulations, and network simulations.
Molecular Dynamics
DOWNLOAD
Author : Ben Leimkuhler
language : en
Publisher: Springer
Release Date : 2015-05-18
Molecular Dynamics written by Ben Leimkuhler and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-18 with Mathematics categories.
This book describes the mathematical underpinnings of algorithms used for molecular dynamics simulation, including both deterministic and stochastic numerical methods. Molecular dynamics is one of the most versatile and powerful methods of modern computational science and engineering and is used widely in chemistry, physics, materials science and biology. Understanding the foundations of numerical methods means knowing how to select the best one for a given problem (from the wide range of techniques on offer) and how to create new, efficient methods to address particular challenges as they arise in complex applications. Aimed at a broad audience, this book presents the basic theory of Hamiltonian mechanics and stochastic differential equations, as well as topics including symplectic numerical methods, the handling of constraints and rigid bodies, the efficient treatment of Langevin dynamics, thermostats to control the molecular ensemble, multiple time-stepping, and the dissipative particle dynamics method.
Chemical Engineering
DOWNLOAD
Author : Tanase Gh. Dobre
language : en
Publisher: John Wiley & Sons
Release Date : 2007-06-18
Chemical Engineering written by Tanase Gh. Dobre and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-06-18 with Science categories.
A description of the use of computer aided modeling and simulation in the development, integration and optimization of industrial processes. The two authors elucidate the entire procedure step-by-step, from basic mathematical modeling to result interpretation and full-scale process performance analysis. They further demonstrate similitude comparisons of experimental results from different systems as a tool for broadening the applicability of the calculation methods. Throughout, the book adopts a very practical approach, addressing actual problems and projects likely to be encountered by the reader, as well as fundamentals and solution strategies for complex problems. It is thus equally useful for student and professional engineers and chemists involved in industrial process and production plant design, construction or upgrading.