Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics)
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TL;DR
The authoritative resource for understanding the power behind Monte Carlo Methods and a new co-author has been added to enliven the writing style and to provide modern day expertise on new topics.
Abstract
* The authoritative resource for understanding the power behind Monte Carlo Methods. * Most ideas are introduced and explained by way of concrete examples, algorithms, and practical experiments * A new co-author has now been added to enliven the writing style and to provide modern day expertise on new topics * An extensive range of exercises is provided at the end of each chapter, with more difficult sections and exercises marked accordingly * Examples of cross-entropy programs, written in MATLAB, are given in an appendix