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Monte Carlo And Quasi-Monte Carlo Sampling
language: english
Publisher:
SPRINGER-VERLAG NEW YORK INC., February of 2009 ‧
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SYNOPSIS
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.
DETAILS
| 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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