Simulation and Monte Carlo: With applications in finance and MCMC
?This book would be immensely useful for any practitioner seeking to learn more about this field, as well as for lecturers seeking a reliable and informative text.? (Significance, September 2009)"The book does a nice job of discussing, developing, and presenting the mathematical aspects of random processes, random number generation, and Markov chain Monte Carlo (MCMC) methods. I particularly like the notation used and the depth of proofs offered; they are technically correct, well organized, and nicely presented."?(Journal of the American Statistical Association, June 2008)?Dagpunar? presents a textbook based on 20-hour courses he has taught for advanced students of mathematics and students of financial mathematics.? (SciTech Book Reviews, June 2007)"?excellent for students and practitioners who don't have previous experience with simulation methods?a great contribution." (MAA Reviews, April 5, 2007)