“Computer Simulation Techniques – The Definitive Introduction” by Harry Perros is available for free in pdf format. You can use this book to learn the basic simulation techniques by yourself.
Book Description
At the end of Chapter 1, you will find three examples. Select one of them and do the corresponding computer assignment given at the end of the Chapter. Then, after you read each new Chapter, do all the problems at the end of the Chapter and also do the computer assignment that corresponds to your problem, By the time you reach the end of the book, you will have developed a very sophisticated simulation model. You can use any high-level programming language you like.
Table of Contents
- Introduction
- The generation of pseudo-random numbers
- The generation of stochastic variates
- Simulation designs
- Estimation techniques for analyzing endogenously created data
- Validation of a simulation model
- Variance reduction techniques
- Simulation projects