Introduction to Quasi-Monte Carlo Integration and Applications by Leobacher, Gunther

Introduction to Quasi-Monte Carlo Integration and Applications (Paperback) (ISBN-13: 9783319034249)

Vendor: Gunther Leobacher
Product type: Books
Format: Paperback
$69.99
$69.99
$69.99
Subtotal: $69.99
Introduction to Quasi-Monte Carlo Integration and Applications by Leobacher, Gunther

Introduction to Quasi-Monte Carlo Integration and Applications

$69.99
Introduction to Quasi-Monte Carlo Integration and Applications by Leobacher, Gunther

Introduction to Quasi-Monte Carlo Integration and Applications

$69.99
Format: Paperback
Description
Description
x
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.

Author: Gunther Leobacher, Friedrich Pillichshammer
ISBN-10: 3319034243
ISBN-13: 9783319034249
Publisher: Birkhauser
Language: English
Published: 10/02/2014
Pages: 195
Format: Paperback
Weight: 0.66lbs
Size: 9.21h x 6.14w x 0.44d
By Gunther Leobacher
By Gunther Leobacher
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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.

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