Gerhard Larcher – författare

Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This volume contains the refereed proceedings of the Second International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the University of Salzburg (Austria) from July 9--12, 1996. The conference was a forum for recent progress in the theory and the applications of these methods. The topics covered in this volume range from theoretical issues in Monte Carlo and simulation methods, low-discrepancy point sets and sequences, lattice rules, and pseudorandom number generation to applications such as numerical integration, numerical linear algebra, integral equations, binary search, global optimization, computational physics, mathematical finance, and computer graphics. These proceedings will be of interest to graduate students and researchers in Monte Carlo and quasi-Monte Carlo methods, to numerical analysts, and to practitioners of simulation methods.

This book sumarizes recent theoretical and practical developments. The generation and the assessment of pseudo- and quasi-random point sets is one of the basic tasks of applied mathematics and statistics, with implications for Monte Carlo methods, stochastic simulation, and applied statistics. They are also of strong theoretical interest, with applications to algebraic geometry, metric number theory, probability theory, and cryptology.

Harald Niederreiter's pioneering research in the field of applied algebra and number theory has led to important and substantial breakthroughs in many areas. This collection of survey articles has been authored by close colleagues and leading experts to mark the occasion of his 70th birthday. The book provides a modern overview of different research areas, covering uniform distribution and quasi-Monte Carlo methods as well as finite fields and their applications, in particular, cryptography and pseudorandom number generation. Many results are published here for the first time. The book serves as a useful starting point for graduate students new to these areas or as a refresher for researchers wanting to follow recent trends.

The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. This book is the third volume of the quantitative finance trilogy by the author and builds on the theoretical groundwork introduced in the previous books.

This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies.

This textbook offers an easily understandable introduction to the fundamental concepts of financial mathematics and financial engineering.

Das Buch bietet, begleitet von umfangreicher Analyse-Software, eine sehr gut verständliche Einführung in die Grundkonzepte der Finanzmathematik und des Financial Engineerings. Einen wesentlichen Bestandteil des Buchs bilden viele Fallbeispiele aus dem Bereich "Quantitative Finance" aus meiner konkreten Tätigkeit als Fonds-Manager, Gutachter und Berater im Bereich "Quantitative Finance". Das Buch soll Praktikern auf intuitiv sehr gut nachvollziehbare Weise die Grundtechniken der modernen Finanzmathematik nahebringen und es soll Finanzmathematikern die realen Anforderungen in der konkreten Anwendung finanzmathematischer Techniken in der Realität vermitteln. Für alle Leserschichten soll das Buch - trotz Vermittlung vieler Fakten - spannend und sehr gut lesbar sein und über die Vermittlung der Grundkompetenzen hinaus immer wieder neue Einsichten und überraschende Erkenntnisse bieten.Das Buch ist mit mathematischem Wissen auf Abitur-Niveau lesbar (Abschnitte für die tieferesmathematisches Wissen nötig ist, werden explizit gekennzeichnet).