Handbook for Monte Carlo methods

About “Handbook for Monte Carlo methods”

This handbook serves as a practical guide to Monte Carlo techniques, offering a combination of theory, algorithms, and applications. It is designed for a broad audience and presents theoretical concepts in a concise manner without compromising rigor. The book includes both pseudo-code and actual algorithms, making it a useful reference for quick lookups rather than a traditional textbook or research monograph. Its goal is to provide an overview of Monte Carlo methods amid the growing complexity and rapid development of related techniques. The 2011 hardcover edition aims to capture the evolving nature of this field.