Introduction to Quasi-Monte Carlo Integration and Applications
Produktnummer:
1836da7da66207419f93d0c24245fcf125
Autor: | Leobacher, Gunther Pillichshammer, Friedrich |
---|---|
Themengebiete: | digital nets discrepancy lattice rules numerical integration quantitative finance quasi-Monte Carlo uniform distribution |
Veröffentlichungsdatum: | 02.10.2014 |
EAN: | 9783319034249 |
Sprache: | Englisch |
Seitenzahl: | 195 |
Produktart: | Kartoniert / Broschiert |
Verlag: | Springer International Publishing |
Produktinformationen "Introduction to Quasi-Monte Carlo Integration and Applications"
This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented. The book is based on a one-semester, two-hour undergraduate course and is well-suited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science.

Sie möchten lieber vor Ort einkaufen?
Sie haben Fragen zu diesem oder anderen Produkten oder möchten einfach gerne analog im Laden stöbern? Wir sind gerne für Sie da und beraten Sie auch telefonisch.
Juristische Fachbuchhandlung
Georg Blendl
Parcellistraße 5 (Maxburg)
8033 München
Montag - Freitag: 8:15 -18 Uhr
Samstags geschlossen