Resources on Monte Carlo Simulation

By Kardi Teknomo, PhD .

< Previous | Next | Contents >

Resources on Monte Carlo Simulation

To probe further from my Monte Carlo Simulation tutorial (in MS Excel without macro or programming), you may consider the following list of resources on Monte Carlo Simulation. I welcome any feedback and input about other good resources that you want to include in this list; please tell me about it.

Software/Freeware/Code

• Werner Krauth depository of Fortran programs of Monte Carlo

Other Articles and Tutorials on Monte Carlo Simulation

• Vertex42 Monte Carlo Simulation in Excel: A Practical Guide For Science, Engineering, and Financial Risk Analysis
• Everett F. Carter Jr: Random Walks, Markov Chains and the Monte Carlo Method

Books

• Paul Coddington : Monte Carlo Simulation for Statistical Physic
• Peter J. Steinbach: Introduction to Macromolecular Simulation
• Peitgen, H. O. and Saupe, D. (1988) The Science of Fractal Images, Springer-Verlag , New York .
• Fishman, G.S. (1996) Monte Carlo , Concept, Algorithms, and Applications, Srpinger , New York
• Ross, S.M. (1997) Simulation 2 ed, Academic Press, SanDiego
• Newman, M.E.J. and Barkema, (2001) G.T. Monte Carlo Methods in Statistical Physics, Clarendon Press, Oxford
• Landau, D. P. and Binder, K. (2000) A Guide to Monte Carlo Simulation in Statistical Physics, Cambridge University Press, Cambridge

Simulation related Journals

Other Web Resources

< Previous | Next | Contents >

Give your comments, questions or suggestions for this tutorial

This tutorial is copyrighted .

Preferable reference for this tutorial is

Teknomo, Kardi. Monte Carlo Simulation Tutorial. http://people.revoledu.com/kardi/ tutorial/Simulation