Introduction to Quasi-Monte Carlo Integration and Applications (häftad)
Fler böcker inom
Format
Häftad (Paperback / softback)
Språk
Engelska
Antal sidor
195
Utgivningsdatum
2014-09-13
Upplaga
2014 ed.
Förlag
Birkhauser Verlag AG
Medarbetare
Pillichshammer, Friedrich
Illustratör/Fotograf
1 farbige Tabellen 5 schwarz-weiße und 16 farbige Abbildungen Bibliographie
Illustrationer
1 Tables, color; 16 Illustrations, color; 5 Illustrations, black and white; XII, 195 p. 21 illus., 1
Dimensioner
234 x 156 x 11 mm
Vikt
300 g
Antal komponenter
1
Komponenter
1 Paperback / softback
ISBN
9783319034249
Introduction to Quasi-Monte Carlo Integration and Applications (häftad)

Introduction to Quasi-Monte Carlo Integration and Applications

Häftad Engelska, 2014-09-13
689
Skickas inom 3-6 vardagar.
Fri frakt inom Sverige för privatpersoner.
Finns även som
Visa alla 1 format & utgåvor
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.
Visa hela texten

Passar bra ihop

  1. Introduction to Quasi-Monte Carlo Integration and Applications
  2. +
  3. Monte Carlo and Quasi-Monte Carlo Methods 2012

De som köpt den här boken har ofta också köpt Monte Carlo and Quasi-Monte Carlo Methods 2012 av Josef Dick, Frances Y Kuo, Gareth W Peters, Ian H Sloan (inbunden).

Köp båda 2 för 2758 kr

Kundrecensioner

Har du läst boken? Sätt ditt betyg »

Fler böcker av författarna

Recensioner i media

"The book under review is based on a one-semester undergraduate course and suited for readers with a basic knowledge in linear algebra, finite fields, calculus and elementary probability theory. The authors give a concise and well-written introduction to multivariate integration by Quasi-Monte Carlo (QMC) techniques and applications to mathematical finance. ... Every chapter contains interesting exercise problems and useful hints for further reading of related literature." (Robert F. Tichy, Mathematical Reviews, June, 2015)

Övrig information

Gunther Leobacher is assistant professor at the Institute of Financial Mathematics at the Johannes Kepler University Linz. Friedrich Pillichshammer is associate professor at the Institute of Financial Mathematics at the Johannes Kepler University Linz.

Innehållsförteckning

Preface.- Notation.- 1 Introduction.- 2 Uniform Distribution Modulo One.- 3 QMC Integration in Reproducing Kernel Hilbert Spaces.- 4 Lattice Point Sets.- 5 (t, m, s)-nets and (t, s)-Sequences.- 6 A Short Discussion of the Discrepancy Bounds.- 7 Foundations of Financial Mathematics.- 8 Monte Carlo and Quasi-Monte Carlo Simulation.- Bibliography.- Index.