monte carlo quasi monte methods (111 Ergebnisse)

Paperback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Zustand: Gut. Zustand: Gut | Seiten: 468 | Sprache: Englisch | Produktart: Sonstiges.

73 figs., 29 tabs., IX, 514 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. Sprache: Englisch.

Zustand: Sehr gut. Zustand: Sehr gut | Seiten: 700 | Sprache: Englisch | Produktart: Bücher.

Softcover/Paperback. Zustand: Sehr gut. 524 p. Very good. Shrink wrapped. / Sehr guter Zustand. In Folie verschweißt. Sprache: Englisch Gewicht in Gramm: 798.

84 Abb., XXII, 548 S. 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. Sprache: Englisch.

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xi, 479 p. Hardcover. 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. Sprache: Englisch.

XI, 539 p. Hardcover. 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. Springer Proceedings in Mathematics & Statistics. Volume 324. Sprache: Englisch.

Softcover/Paperback. Zustand: Gut. XIV, 372 pages with ill.; 24 cm. Good. Former library copy with usual markings. Apart from that inside clean. Cover slightly used. Sprache: Englisch Gewicht in Gramm: 680.

25 cm. XII, 732 S. Hardcover. 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. Springer proceedings in mathematics and statistics ; Vol. 23. Sprache: Englisch.

Zustand: Sehr gut. Zustand: Sehr gut | Seiten: 708 | Sprache: Englisch | Produktart: Bücher.

Taschenbuch. Zustand: Neu. Neuware -The first part gives a little insight into a special part of the number theory, namely, Quasi-Monte Carlo method and in the course of this introduces fundamental knowledge about discrepancy of point sequences. An illustrative proof of a famous result concerning the lower bound of the star discrepancy of sequences in [0,1) is presented. Furthermore an improvement of this bound is presented and analysed. In the second part focus on the valuation af an interest rate swap. The required theory and one special approach to carry out the valuation is presented. During this, the method of Monte Carlo simulation is used.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 64 pp. Englisch.

372 pp. with some figures, . Sprache: Englisch Gewicht in Gramm: 560 Groß 8°, Original-Karton (Softcover), Bibliotheks-Exemplar (ordnungsgemäß entwidmet) mit Rückenschild, Stempel auf Titel, insgesamt gutes und innen sauberes Exemplar,

Taschenbuch. Zustand: Neu. The hyperbolic model: Option pricing using approximation and Quasi-Monte Carlo methods | Martin Predota | Taschenbuch | 140 S. | Englisch | 2009 | GRIN Verlag | EAN 9783640305476 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu.

Taschenbuch. Zustand: Neu. Neuware -Portfolio optimization is a widely studied problem in finance dating back to the work of Merton from the 1960s. While many approaches rely on dynamic programming, some recent contributions usemartingale techniques to determine the optimal portfolio allocation. Using the latter approach, we follow a journal article from 2003 and show how optimal portfolio weights can be represented in terms of conditional expectations of the state variables and their Malliavin derivatives. In contrast to other approaches, where Monte Carlo methods are used to compute the weights, here the simulation is carried out using Quasi-Monte Carlo methods in order to improve the efficiency. Despite some previous work on Quasi-Monte Carlo simulation of stochastic differential equations, we find them to dominate plain Monte Carlo methods. However, the theoretical optimal order of convergence is not achieved. With the help of some recent results concerning Monte-Carlo error estimation and backed by some computer experiments on a simple model with explicit solution, we provide a first guess, what could be a way around this difficulties. The book is organized as follows. In the first chapter we provide some general introduction to Quasi-Monte Carlo methods and show at hand of a simple example how these methods can be used to accelerate the plain Monte Carlo sampling approach. In the second part we provide a thourough introduction to Malliavin Calculus and derive some important calculation rules that will be necessary in the third chapter. Right there we will focus on portfolio optimization and and follow a recent journal article of Detemple, Garcia and Rindisbacher from there rather general market model to the optimal portfolio formula. Finally, in the last part we will implement this optimal portfolio by means of a simple model with explicit solution where we find that also their the Quasi-Monte Carlo approach dominates the Monte Carlo method in terms of efficiency and accuracy.Diplomica Verlag, Hermannstal 119k, 22119 Hamburg 148 pp. Englisch.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers.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. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.

Zustand: Hervorragend. Zustand: Hervorragend | Seiten: 700 | Sprache: Englisch | Produktart: Bücher.

Zustand: Sehr gut. Zustand: Sehr gut | Seiten: 684 | Sprache: Englisch | Produktart: Sonstiges.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. 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. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This volume represents the refereed proceedings of the Eighth International C- ference on Monte Carlo and Quasi-Monte Carlo Methods in Scienti c Computing, which was held at the University of Montréal, from 6 11 July, 2008. It contains a limited selection of articles based on presentations made at the conference. The program was arranged with the help of an international committee consisting of: Ronald Cools, Katholieke Universiteit Leuven Luc Devroye, McGill University Henri Faure, CNRS Marseille Paul Glasserman, Columbia University Peter W. Glynn, Stanford University Stefan Heinrich, University of Kaiserslautern Fred J. Hickernell, Illinois Institute of Technology Aneta Karaivanova, Bulgarian Academy of Science Alexander Keller, mental images GmbH, Berlin Adam Kolkiewicz, University of Waterloo Frances Y. Kuo, University of New South Wales Christian Lécot, Université de Savoie, Chambéry Pierre L Ecuyer, Université de Montréal (Chair and organizer) Jun Liu, Harvard University Peter Mathé, Weierstrass Institute Berlin Makoto Matsumoto, Hiroshima University Thomas Müller-Gronbach, Otto von Guericke Universität Harald Niederreiter, National University of Singapore Art B. Owen, Stanford University Gilles Pagès, Université Pierre et Marie Curie (Paris 6) Klaus Ritter, TU Darmstadt Karl Sabelfeld, Weierstrass Institute Berlin Wolfgang Ch. Schmid, University of Salzburg Ian H. Sloan, University of New South Wales Jerome Spanier, University of California, Irvine Bruno Tuf n, IRISA-INRIA, Rennes Henryk Wozniak owski, Columbia University. v vi Preface The local arrangements (program production, publicity, web site, registration, social events, etc.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. 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. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. 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. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.

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Zustand: New.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is summarizing the results of the workshop 'Uniform Distribution and Quasi-Monte Carlo Methods' of the RICAM Special Semester on 'Applications of Algebra and Number Theory' in October 2013. The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology. The goal of this book is to give an overview of recent developments in uniform distribution theory, quasi-Monte Carlo methods, and their applications, presented by leading experts in these vivid fields of research.

Gebunden. Zustand: New.

Softcover. Zustand: ex library-very good. xix, 459 p. 24 cm. Yellow card covers. Ex library with labels on spine and front cover, ink stamps on top edge and title. Proceedings of a Conference held at the National University of Singapore, Republic of Singapore, November 25-28, 2002.