Introduction to Quasi-Monte Carlo Integration and Applications - Brossura

Leobacher, Gunther; Pillichshammer, Friedrich

Brossura

ISBN 10: 3319034243 ISBN 13: 9783319034249

Casa editrice: Birkhäuser, 2014

Riassunto

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.

Su questo libro

Informazioni sull?autore

<p>Gunther Leobacher is assistant professor at the Institute of Financial Mathematics at the Johannes Kepler University Linz. <br><br>Friedrich Pillichshammer is associate professor at the Institute of Financial Mathematics at the Johannes Kepler University Linz.</p>

Dalla quarta di copertina

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.

Dettagli dell'edizione

• Editore: Birkhäuser
• Data di pubblicazione: 2014
• Lingua: Inglese
• ISBN 10: 3319034243
• ISBN 13: 9783319034249
• Rilegatura: Copertina flessibile
• Numero di pagine: 208
• Contatto del produttore: non disponibile
• Persona responsabile: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Germania