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.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Gunther Leobacher is assistant professor at the Institute of Financial Mathematics at the Johannes Kepler University Linz.
Friedrich Pillichshammer is associate professor at the Institute of Financial Mathematics at the Johannes Kepler University Linz.
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.„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
EUR 3,00 für den Versand innerhalb von/der Deutschland
Versandziele, Kosten & DauerEUR 10,20 für den Versand von Vereinigtes Königreich nach Deutschland
Versandziele, Kosten & DauerAnbieter: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Deutschland
XII, 195 p. Softcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped. Sprache: Englisch. Artikel-Nr. 6623JB
Anzahl: 1 verfügbar
Anbieter: Buchpark, Trebbin, Deutschland
Zustand: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher. Artikel-Nr. 24828722/12
Anzahl: 1 verfügbar
Anbieter: Majestic Books, Hounslow, Vereinigtes Königreich
Zustand: New. pp. xii + 195 21 Illus. (16 Col.). Artikel-Nr. 135029707
Anzahl: 4 verfügbar
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Artikel-Nr. 9783319034249
Anzahl: 2 verfügbar
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Zustand: New. In English. Artikel-Nr. ria9783319034249_new
Anzahl: Mehr als 20 verfügbar
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Paperback. Zustand: Brand New. 2014 edition. 195 pages. 9.00x6.00x0.50 inches. In Stock. Artikel-Nr. x-3319034243
Anzahl: 2 verfügbar