Introduction to Quasi-Monte Carlo Integration and Applications |
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| Author:
| Leobacher, Gunther
Pillichshammer, Friedrich |
| Series title: | Compact Textbooks in Mathematics Ser. |
| ISBN: | 978-3-319-03424-9 |
| Publication Date: | Oct 2014 |
| Publisher: | Springer International Publishing AG
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| Imprint: | Birkhäuser |
| Book Format: | Paperback |
| List Price: | USD $69.99 |
Book Description:
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This book introduces the basic concepts of quasi-Monte Carlo methods for numerical integration and the theory behind them. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems.
This book introduces the basic concepts of quasi-Monte Carlo methods for numerical integration and the theory behind them. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems.