Introduction to Quasi-Monte Carlo Integration and Applicatio (BOK)

Leobacher

499,00 49900
Sendes vanligvis innen 7-15 dager
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.

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2014 Forfatter Leobacher
Forlag
Springer
ISBN 9783319034249
Antall sider 207 Dimensjoner 15,5cm x 23,5cm x 1,7cm
Vekt 337 gram Leverandør Bertram Trading Ltd