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Monte Carlo and Quasi-Monte Carlo Sampling

Monte Carlo and Quasi-Monte Carlo Sampling

Christiane Lemieux

133,43 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2010
Materia
Probabilidad y estadística
ISBN:
9781441926760
133,43 €
IVA incluido
Disponible

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Sobre IBD

The Monte Carlo method.- Sampling from known distributions.- Pseudorandom number generators.- Variance reduction techniques.- Quasi-Monte Carlo constructions.- Using quasi-Monte Carlo constructions.- Using quasi-Monte Carlo in practice.- Financial applications.- Beyond numerical integration.- Review of algebra.- Error and variance analysis for Halton sequences.- References.- Index.

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Otros libros del autor

  • Monte Carlo and Quasi-Monte Carlo Sampling
    Christiane Lemieux
    Quasi-Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitioners and researchers from various disciplines currently...