Monte Carlo Methods
Handbook of Monte Carlo Methods. Wiley Series in Probability and Statistics, John Wiley & Sons, New York, 2011. See also the Handbook’s website: www.montecarlohandbook.org. Since the Handbook is over 772 pages thick, with 21 chapters, I had to heavily cut back the contents of the Handbook to a size that is manageable to teach within one semester.
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