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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
<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>
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.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Destinazione, tempi e costiDa: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Germania
XII, 195 p. Softcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped. Sprache: Englisch. Codice articolo 6623JB
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Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 195 | Sprache: Englisch | Produktart: Bücher. Codice articolo 24828722/12
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Da: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Codice articolo ABNR-241559
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Condizione: New. pp. xii + 195. Codice articolo 26142334996
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Da: Biblios, Frankfurt am main, HESSE, Germania
Condizione: New. pp. xii + 195. Codice articolo 18142335006
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Da: Majestic Books, Hounslow, Regno Unito
Condizione: New. pp. xii + 195 21 Illus. (16 Col.). Codice articolo 135029707
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Da: moluna, Greven, Germania
Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a quick entry into the topic Takes a hands-on approachPresents applications in quantitative financeGunther Leobacher is assistant professor at the Institute of Financial Mathematics at the Johannes Kepler University Linz. Codice articolo 4496679
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 195 pp. Englisch. Codice articolo 9783319034249
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Da: Ria Christie Collections, Uxbridge, Regno Unito
Condizione: New. In English. Codice articolo ria9783319034249_new
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