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1 of 1 people found the following review helpful:
5.0 out of 5 stars
classic book,
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This review is from: Monte Carlo Methods (CRC Monographs on Statistics & Applied Probability) (Hardcover)
A classic book on Monte Carlo methods and simulation, it contains an excellent discussion of the ideas underlying Monte Carlo and methods of implementation.
The book is directed to engineers - in the broadest sense of the word (including anybody who is interested in simulation) - and therefore is not too technical. While the book is outdated - dating back to 1964 - it still can be used as a fine introduction to the ideas underlying Monte Carlo.
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