Monte Carlo Strategies in Scientific Computing

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Monte Carlo Strategies in Scientific ComputingThis book provides a self contained and up to date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers,

--School Library Journal

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