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Exploring Monte Carlo Methods
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Fully and thoughtfully updated, Exploring Monte Carlo Methods, Second Edition, provides a valuable introduction to the numerical methods that have come to be known as "Monte Carlo." This unique and trusted resource for course use, as well as researcher reference, offers accessible coverage, clear explanations, and helpful examples throughout. Building from the basics, the text also includes applications in a variety of fields, such as physics, nuclear engineering, finance and investment, medical modelling and prediction, archaeology, geology, and transportation planning. Provides a comprehensive yet concise treatment of Monte Carlo methods Uses the famous "Buffon’s needle problem" as a unifying theme to illustrate the many aspects of Monte Carlo methods Includes numerous exercises and useful appendices on: Certain mathematical functions; Bose Einstein functions, Fermi Dirac functions, Watson functions
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