Introduction to Quasi-Monte Carlo Integration and Applications

Häftad, Engelska, 2014

AvGunther Leobacher,Friedrich Pillichshammer

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Produktinformation

Utgivningsdatum2014-10-02
Mått155 x 235 x undefined mm
FormatHäftad
SpråkEngelska
SerieCompact Textbooks in Mathematics
Antal sidor195
FörlagBirkhauser Verlag AG
ISBN9783319034249

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"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)