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August 23, 2009

Monte Carlo Analysis Part-2

Part-1 is posted at:
http://analogstuff.net/2007/12/monte-carlo.html

Monte Carlo and Quasi-Monte Carlo Sampling (Springer Series in Statistics)
by Christiane Lemieux
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SAS for Monte Carlo Studies: A Guide for Quantitative Researchers
by Xitao Fan
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
by Paul Glasserman
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Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics)
by Reuven Y. Rubinstein
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Monte Carlo Methods for Electromagnetics
by Matthew N.O. Sadiku
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A Primer for the Monte Carlo Method
by Ilya M. Sobol
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Monte Carlo and Quasi-Monte Carlo Methods 2006 (Editors)
by Alexander Keller
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Monte Carlo Methods For Applied Scientists
by Ivan T. Dimov
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Random Number Generation and Quasi-Monte Carlo Methods (CBMS-NSF Regional Conference Series in Applied Mathematics)
by Harald Niederreiter
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Nonparametric Monte Carlo Tests and Their Applications (Lecture Notes in Statistics)
by Lixing Zhu
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Monte Carlo Simulation in Statistical Physics: An Introduction, 4th Edition
by K. Binder
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Advanced Dynamic-system Simulation Model-replication Techniques and Monte Carlo Simulation
by Granino A. Korn
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Monte Carlo Methods (CRC Monographs on Statistics & Applied Probability)
by J. Hammersley
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