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Simulation
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Sheldon Ross' Simulation, Third Edition introduces aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers learn to apply results of these analyses to problems in a wide variety of fields to obtain effective, accurate solutions and make predictions about future outcomes.This new edition provides a comprehensive, in-depth, and current guide for constructing probability models and simulations for a variety of purposes. It features new information, includi...
Sheldon Ross' Simulation, Third Edition introduces aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers learn to apply results of these analyses to problems in a wide variety of fields to obtain effective, accurate solutions and make predictions about future outcomes.
This new edition provides a comprehensive, in-depth, and current guide for constructing probability models and simulations for a variety of purposes. It features new information, including the presentation of the Insurance Risk Model, generating a Random Vector, and evaluating an Exotic Option. Also new is coverage of the changing nature of statistical methods due to the advancements in computing technology.
Review quote:
"The book serves as an informative text and valuable reference...Whether as a text or a elementary reference, this book is indeed worth owning."
- JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
Table of contents:
Preface; Introduction; Elements of Probability;
Random Numbers; Generating Discrete Random Variables; Generating Continuous Random Variables;
The Discrete Event Simulation Approach; Statistical Analysis of Simulated Data; Variance Reduction Techniques; Statistical Validation Techniques;
Markov Chain Monte Carlo Methods; Some Additional Topics; Exercises; References; Index
This new edition provides a comprehensive, in-depth, and current guide for constructing probability models and simulations for a variety of purposes. It features new information, including the presentation of the Insurance Risk Model, generating a Random Vector, and evaluating an Exotic Option. Also new is coverage of the changing nature of statistical methods due to the advancements in computing technology.
Review quote:
"The book serves as an informative text and valuable reference...Whether as a text or a elementary reference, this book is indeed worth owning."
- JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
Table of contents:
Preface; Introduction; Elements of Probability;
Random Numbers; Generating Discrete Random Variables; Generating Continuous Random Variables;
The Discrete Event Simulation Approach; Statistical Analysis of Simulated Data; Variance Reduction Techniques; Statistical Validation Techniques;
Markov Chain Monte Carlo Methods; Some Additional Topics; Exercises; References; Index