This textbook offers a comprehensive introduction to quasi-Monte Carlo methods and several of their applications. Throughout, the authors use modern concepts and notations to provide an overview of how the theory behind quasi-Monte Carlo methods developed. While the main focus of this text is on the theory, it also explores several applications with a particular emphasis on financial problems.
This second edition contains substantial revisions and additions, including several new sections that more thoroughly cover weighted problems. New sections include coverage of the weighted Koksma-Hlawka inequality, weighted discrepancy of lattice point sets and tractability properties, polynomial lattice point sets, and more. In addition, the authors have corrected minor errors from the first edition and updated the bibliography and "Further reading" sections.
Introduction to Quasi-Monte Carlo Integration and Applications is suitable for advanced undergraduate students in mathematics and computer science. Readers should possess a basic knowledge of algebra, calculus, linear algebra, and probability theory. It may also be used for self-study or as a reference for researchers interested in the area.
"synopsis" may belong to another edition of this title.
Friedrich Pillichshammer is Associate Professor at the Institute of Financial Mathematics at the Johannes Kepler University Linz.
Gunther Leobacher is Professor of Stochastics at the Department of Mathematics and Scientific Computing at the University of Graz.
This textbook offers a comprehensive introduction to quasi-Monte Carlo methods and several of their applications. Throughout, the authors use modern concepts and notations to provide an overview of how the theory behind quasi-Monte Carlo methods developed. While the main focus of this text is on the theory, it also explores several applications with a particular emphasis on financial problems.
This second edition contains substantial revisions and additions, including several new sections that more thoroughly cover weighted problems. New sections include coverage of the weighted Koksma-Hlawka inequality, weighted discrepancy of lattice point sets and tractability properties, polynomial lattice point sets, and more. In addition, the authors have corrected minor errors from the first edition and updated the bibliography and "Further reading" sections.
Introduction to Quasi-Monte Carlo Integration and Applications is suitable for advanced undergraduate students in mathematics and computer science. Readers should possess a basic knowledge of algebra, calculus, linear algebra, and probability theory. It may also be used for self-study or as a reference for researchers interested in the area.
"About this title" may belong to another edition of this title.
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Taschenbuch. Condition: Neu. Neuware -This textbook offers a comprehensive introduction to quasi-Monte Carlo methods and several of their applications. Throughout, the authors use modern concepts and notations to provide an overview of how the theory behind quasi-Monte Carlo methods developed. While the main focus of this text is on the theory, it also explores several applications with a particular emphasis on financial problems.This second edition contains substantial revisions and additions, including several new sections that more thoroughly cover weighted problems. New sections include coverage of the weighted Koksma-Hlawka inequality, weighted discrepancy of lattice point sets and tractability properties, polynomial lattice point sets, and more. In addition, the authors have corrected minor errors from the first edition and updated the bibliography and 'Further reading' sections.Introduction to Quasi-Monte Carlo Integration and Applicationsis suitable for advanced undergraduate students in mathematics and computer science. Readers should possess a basic knowledge of algebra, calculus, linear algebra, and probability theory. It may also be used for self-study or as a reference for researchers interested in the area. 264 pp. Englisch. Seller Inventory # 9783032054456
Seller: Books Puddle, Woodside, NY, U.S.A.
Condition: New. Seller Inventory # 26404690981
Seller: Majestic Books, Hounslow, United Kingdom
Condition: New. Print on Demand. Seller Inventory # 409511930
Quantity: 4 available
Seller: Biblios, Frankfurt am main, HESSE, Germany
Condition: New. PRINT ON DEMAND. Seller Inventory # 18404690991
Seller: AHA-BUCH GmbH, Einbeck, Germany
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This textbook offers a comprehensive introduction to quasi-Monte Carlo methods and several of their applications. Throughout, the authors use modern concepts and notations to provide an overview of how the theory behind quasi-Monte Carlo methods developed. While the main focus of this text is on the theory, it also explores several applications with a particular emphasis on financial problems.This second edition contains substantial revisions and additions, including several new sections that more thoroughly cover weighted problems. New sections include coverage of the weighted Koksma-Hlawka inequality, weighted discrepancy of lattice point sets and tractability properties, polynomial lattice point sets, and more. In addition, the authors have corrected minor errors from the first edition and updated the bibliography and 'Further reading' sections.Introduction to Quasi-Monte Carlo Integration and Applicationsis suitable for advanced undergraduate students in mathematics and computer science. Readers should possess a basic knowledge of algebra, calculus, linear algebra, and probability theory. It may also be used for self-study or as a reference for researchers interested in the area. Seller Inventory # 9783032054456
Seller: moluna, Greven, Germany
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Seller Inventory # 2568882117
Quantity: Over 20 available
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This textbook offers a comprehensive introduction to quasi-Monte Carlo methods and several of their applications. Throughout, the authors use modern concepts and notations to provide an overview of how the theory behind quasi-Monte Carlo methods developed. While the main focus of this text is on the theory, it also explores several applications with a particular emphasis on financial problems.This second edition contains substantial revisions and additions, including several new sections that more thoroughly cover weighted problems. New sections include coverage of the weighted Koksma-Hlawka inequality, weighted discrepancy of lattice point sets and tractability properties, polynomial lattice point sets, and more. In addition, the authors have corrected minor errors from the first edition and updated the bibliography and 'Further reading' sections.Introduction to Quasi-Monte Carlo Integration and Applications is suitable for advanced undergraduate students in mathematics and computer science. Readers should possess a basic knowledge of algebra, calculus, linear algebra, and probability theory. It may also be used for self-study or as a reference for researchers interested in the area.Springer Nature Customer Service Center GmbH, Europaplatz 3,69115 Heidelberg, Germany, Heidelberg 264 pp. Englisch. Seller Inventory # 9783032054456
Seller: preigu, Osnabrück, Germany
Taschenbuch. Condition: Neu. Introduction to Quasi-Monte Carlo Integration and Applications | Gunther Leobacher (u. a.) | Taschenbuch | xviii | Englisch | 2026 | Birkhäuser | EAN 9783032054456 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Seller Inventory # 134569678