Monte Carlo and Quasi-Monte Carlo Methods 2010

Leszek Plaskota, Henryk Woźniakowski (Herausgeber)

Buch | Softcover

XII, 732 Seiten

2016 | 1. Softcover reprint of the original 1st ed. 2012
Springer Berlin (Verlag)
978-3-662-52158-8 (ISBN)

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This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.

Erscheinungsdatum	09.07.2016
Reihe/Serie	Springer Proceedings in Mathematics & Statistics
Zusatzinfo	XII, 732 p.
Verlagsort	Berlin
Sprache	englisch
Maße	155 x 235 mm
Gewicht	1122 g
Themenwelt	Informatik ► Theorie / Studium ► Algorithmen
	Mathematik / Informatik ► Mathematik ► Allgemeines / Lexika
	Mathematik / Informatik ► Mathematik ► Algebra
	Mathematik / Informatik ► Mathematik ► Analysis
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
	Naturwissenschaften ► Physik / Astronomie ► Quantenphysik
Schlagworte	Algorithm analysis and problem complexity • high-dimensional problems • low discrepancy points, digital nets, and lattice • low discrepancy points, digital nets, and lattice rules • Monte Carlo and quasi-Monte Carlo methods • Quantitative Finance • random and pseudorandom numbers • random processes
ISBN-10	3-662-52158-X / 366252158X
ISBN-13	978-3-662-52158-8 / 9783662521588
Zustand	Neuware