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Monte Carlo And Quasi-Monte Carlo Sampling

by Christiane Lemieux
language: english
Publisher: SPRINGER-VERLAG NEW YORK INC., February of 2009 ‧
121,66€
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Quasi-Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. This book presents all of the essential tools for using quasi-Monte Carlo sampling on practical problems, especially in finance.

Monte Carlo And Quasi-Monte Carlo Sampling

by Christiane Lemieux

Property Description
ISBN: 9780387781648
Publisher: SPRINGER-VERLAG NEW YORK INC.
Release Date: February of 2009
Language: English
Cover: Hardcover
Pages: 373
Format: Book
Collection: Springer Series In Statistics
Categories: Books in English > Science > Mathematics
EAN: 9780387781648

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