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Introduction to Quasi-Monte Carlo Integration and Applications (Compact Textbooks in Mathematics) - Softcover

Buch 2 von 32: Compact Textbooks in Mathematics

Leobacher, Gunther; Pillichshammer, Friedrich

 
9783319034249: Introduction to Quasi-Monte Carlo Integration and Applications (Compact Textbooks in Mathematics)
Softcover
ISBN 10: 3319034243 ISBN 13: 9783319034249
Verlag: Birkhäuser, 2014

Inhaltsangabe

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.

Über die Autorin bzw. den Autor

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.

Von der hinteren Coverseite

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.

Verlag
Birkhäuser
Erscheinungsdatum
2014
Sprache
Englisch
ISBN 10 
3319034243
ISBN 13 
9783319034249
Einband
Taschenbuch
Anzahl der Seiten
208
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