Wat is dit voor site? Wij zoeken de goedkoopste boeken op internet. Monte Carlo and Quasi-Monte Carlo Samplingvonden we het goedkoopst op Bol.com voor €0. We hebben gezocht in nieuwe en tweedehands boeken. Rechtsonderaan de pagina kan je het boek direct bestellen via Bol .com.

Monte Carlo and Quasi-Monte Carlo Sampling

Engels | Druk: 2009 | Hardcover | 9780387781648 | 373 pagina's

Christiane Lemieux - 9780387781648

 

Engels | Druk: 2009 | Hardcover | 9780387781648 | 373 pagina's

Quasi-Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitioners and researchers from various disciplines currently contribute. This book presents essential tools for using quasi-Monte Carlo sampling in practice. The first part of the book focuses on issues related to Monte Carlo methods-uniform and non-uniform random number generation, variance reduction techniques-but the material is presented to prepare the readers for the next step, which is to replace the random sampling inherent to Monte Carlo by quasi-random sampling. The second part of the book deals with this next step. Several aspects of quasi-Monte Carlo methods are covered, including constructions, randomizations, the use of ANOVA decompositions, and the concept of effective dimension. The third part of the book is devoted to applications in finance and more advanced statistical tools like Markov chain Monte Carlo and sequential Monte Carlo, with a discussion of their quasi-Monte Carlo counterpart. The prerequisites for reading this book are a basic knowledge of statistics and enough mathematical maturity to follow through the various techniques used throughout the book. This text is aimed at graduate students in statistics, management science, operations research, engineering, and applied mathematics. It should also be useful to practitioners who want to learn more about Monte Carlo and quasi-Monte Carlo methods and researchers interested in an up-to-date guide to these methods.

 

 Levertijd:  

-

Monte Carlo and Quasi-Monte Carlo Sampling Engels | Druk: 2009 | Hardcover | 9780387781648 | 373 pagina's
TaalEngels
BindwijzeHardcover
Druk2009
Verschijningsdatumfebruari 2009
AfmetingenAfmeting: 23,5 x 15,9 x 1,9 cm
Aantal pagina's373 pagina's
IllustratiesMet illustraties
Auteur(s)Christiane Lemieux
UitgeverSpringer-Verlag New York Inc.
Extra groot lettertypeNee
Gewicht752 g
StudieboekJa
Verpakking breedte155 mm
Verpakking hoogte19 mm
Verpakking lengte235 mm



Laat hier je e-mail adres achter en de prijs die je voor het boek wil betalen. Wij laten je dan automatisch weten wanneer het boek voor jouw prijs beschikbaar is.



  Bekijk alle opties  Afrekenen  Voeg toe aan lijst