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Paperback Monte Carlo and Quasi-Monte Carlo Sampling Book
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ISBN: 1441926763

ISBN13: 9781441926760

Monte Carlo and Quasi-Monte Carlo Sampling

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The Monte Carlo method.- Sampling from known distributions.- Pseudorandom number generators.- Variance reduction techniques.- Quasi-Monte Carlo constructions.- Using quasi-Monte Carlo constructions.- Using quasi-Monte Carlo in practice.- Financial applications.- Beyond numerical integration.- Review of algebra.- Error and variance analysis for Halton sequences.- References.- Index.

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Format: Paperback

Condition: New

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Related Subjects

Math Mathematics Science & Math

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