Introduction to Quasi-Monte Carlo Integration and Applications

Av Gunther Leobacher, Friedrich Pillichshammer

1179 kr

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Beskrivning

This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. 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.

Produktinformation

Utgivningsdatum: 2014-10-02
Mått: 155 x 235 x undefined mm
Format: Häftad
Språk: Engelska
Serie: Compact Textbooks in Mathematics
Antal sidor: 195
Förlag: Birkhauser Verlag AG
ISBN: 9783319034249

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Recensioner i media

"The book under review is based on a one-semester undergraduate course and suited for readers with a basic knowledge in linear algebra, finite fields, calculus and elementary probability theory. The authors give a concise and well-written introduction to multivariate integration by Quasi-Monte Carlo (QMC) techniques and applications to mathematical finance. ... Every chapter contains interesting exercise problems and useful hints for further reading of related literature." (Robert F. Tichy, Mathematical Reviews, June, 2015)

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