| 书目名称 | Introduction to Quasi-Monte Carlo Integration and Applications |
| 编辑 | Gunther Leobacher,Friedrich Pillichshammer |
| 视频video | |
| 概述 | Provides a quick entry into the topic.Takes a hands-on approach.Presents applications in quantitative finance |
| 丛书名称 | Compact Textbooks in Mathematics |
| 图书封面 |  |
| 描述 | .This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented. .The book is based on a one-semester, two-hour undergraduate course and is well-suited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science.. |
| 出版日期 | Textbook 2014 |
| 关键词 | digital nets; discrepancy; lattice rules; numerical integration; quasi-Monte Carlo; uniform distribution; |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-03425-6 |
| isbn_softcover | 978-3-319-03424-9 |
| isbn_ebook | 978-3-319-03425-6Series ISSN 2296-4568 Series E-ISSN 2296-455X |
| issn_series | 2296-4568 |
| copyright | Springer International Publishing Switzerland 2014 |
发表于 2025-3-21 19:16:34
