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1.

図書

図書
Christian P. Robert, George Casella
出版情報: New York : Springer, c2004  xxx, 645 p. ; 24 cm
シリーズ名: Springer texts in statistics
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2.

図書

図書
Daniel J. Duffy, Jörg Kienitz
出版情報: Chichester, U.K. : Wiley, 2009  xxv, 750 p. ; 26 cm.
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目次情報: 続きを見る
Preface
My First Monte Carlo Application One-Factor Problems / Chapter 0:
Mathematical Preparations for the Monte Carlo Method / Chapter 1:
The Mathematics of Stochastic Differential Equations (SDE) / Chapter 2:
Alternative SDEs and Toolkit Functionality / Chapter 3:
An Introduction to the Finite Difference Method for SDE / Chapter 4:
Design and Implementation of Finite Difference Schemes in Computational Finance / Chapter 5:
Advanced Finance Models and Numerical Methods / Chapter 6:
Architectures and Frameworks for Monte Carlo Methods: Overview / Chapter 8:
System Decomposition and System Patterns / Chapter 9:
Detailed Design using the GOF Patterns / Chapter 10:
Combining Object-Oriented and Generic Programming Models / Chapter 11:
Data Structures and their Application to the Monte Carlo Method / Chapter 12:
The Boost Library: An Introduction / Chapter 13:
C++ Application Optimisation and Performance Improvement / Chapter 21:
An Introduction to Multi-threaded and Parallel Programming / Chapter 24:
An Introduction to OpenMP and its Applications to the Monte Carlo Method / Chapter 25:
Excel, C++ and Monte Carlo Integration / Chapter 27:
Preface
My First Monte Carlo Application One-Factor Problems / Chapter 0:
Mathematical Preparations for the Monte Carlo Method / Chapter 1:
3.

図書

図書
Ming-Hui Chen, Qi-Man Shao, Joseph G. Ibrahim
出版情報: New York : Springer, c2000  xiii, 386 p. ; 25 cm
シリーズ名: Springer series in statistics
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4.

図書

図書
Paul Glasserman
出版情報: New York ; Tokyo : Springer, c2004  xiii, 596 p. ; 25 cm
シリーズ名: Applications of mathematics ; 53
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目次情報: 続きを見る
Foundations
Generating Random Numbers and Random Variables
Generating Sample Paths
Variance Reduction Techniques
Quasi-Monte Carlo Methods
Discretization Methods
Estimating Sensitivities
Pricing American Options
Applications in Risk Management
Appendices
Foundations
Generating Random Numbers and Random Variables
Generating Sample Paths
5.

図書

図書
M.P. Allen and D.J. Tildesley
出版情報: Oxford [Oxfordshire] : Clarendon Press , New York : Oxford University Press, 1987  xix, 385 p. ; 24 cm
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目次情報: 続きを見る
Introduction
Statistical mechanics
Molecular dynamics
Monte Carlo methods
Some tricks of the trade
How to analyse the results
Advanced simulation techniques
Non-equilibrium molecular dynamics
Brownian dynamics
Quantum simulations
Some applications
Appendices
References
Index
Introduction
Statistical mechanics
Molecular dynamics
6.

図書

図書
edited by K. Binder, with contributions by A. Baumgärtner ... [et al.]
出版情報: Berlin ; Tokyo : Springer-Verlag, c1987  xvi, 341 p. ; 25 cm
シリーズ名: Topics in current physics ; 36
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7.

図書

図書
by G.I. Marchuk ... [et al.]
出版情報: Berlin ; New York : Springer-Verlag, 1980  viii, 208 p. ; 24 cm
シリーズ名: Springer series in optical sciences ; 12
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8.

図書

図書
Gennadii A. Mikhailov ; translated by Karl K. Sabelfeld
出版情報: Berlin ; New York ; Tokyo : Springer-Verlag, c1992  xi, 225 p. ; 24 cm
シリーズ名: Springer series in computational physics
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9.

図書

図書
edited by George G. Lowry
出版情報: New York : M. Dekker, 1970  xi, 329 p. ; 24 cm
シリーズ名: Monographs in macromolecular chemistry
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10.

図書

図書
edited by Herbert Albert Meyer
出版情報: New York : Wiley, c1956  xvi, 382 p. ; 28 cm
シリーズ名: Wiley publications in statistics ; . Applied statistics
A Wiley publication in applied statistics
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