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The Resource Introduction to quasi-Monte Carlo integration and applications, Gunther Leobacher, Friedrich Pillichshammer, (electronic book)

Introduction to quasi-Monte Carlo integration and applications, Gunther Leobacher, Friedrich Pillichshammer, (electronic book)

Label
Introduction to quasi-Monte Carlo integration and applications
Title
Introduction to quasi-Monte Carlo integration and applications
Statement of responsibility
Gunther Leobacher, Friedrich Pillichshammer
Creator
Contributor
Author
Subject
Language
eng
Summary
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
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Leobacher, Gunther
Dewey number
518/.54
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Pillichshammer, Friedrich
http://library.link/vocab/subjectName
  • Numerical integration
  • Monte Carlo method
  • Mathematics
  • Number Theory
  • Numerical Analysis
Label
Introduction to quasi-Monte Carlo integration and applications, Gunther Leobacher, Friedrich Pillichshammer, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 189-192) and index
Control code
SPR891175908
Extent
xii, 195 p.
Form of item
  • online
  • electronic
Isbn
9783319034256
Other physical details
ill. (some col.).
Reproduction note
Electronic resource.
Specific material designation
remote
Label
Introduction to quasi-Monte Carlo integration and applications, Gunther Leobacher, Friedrich Pillichshammer, (electronic book)
Publication
Bibliography note
Includes bibliographical references (p. 189-192) and index
Control code
SPR891175908
Extent
xii, 195 p.
Form of item
  • online
  • electronic
Isbn
9783319034256
Other physical details
ill. (some col.).
Reproduction note
Electronic resource.
Specific material designation
remote

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