Monte Carlo and Quasi-Monte Carlo Sampling

• Κύριος συγγραφέας: Lemieux, Christiane (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2009.
• Έκδοση: 1.
• Σειρά: Springer Series in Statistics,
• Θέματα: Statistics.; Statistical Theory and Methods.

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 practitione...

Πίνακας περιεχομένων:

• The Monte Carlo Method
• Sampling from Known Distributions
• Pseudorandom Number Generators
• Variance Reduction Techniques
• Quasi–Monte Carlo Constructions
• Using Quasi#x2013;Monte Carlo in Practice
• Financial Applications
• Beyond Numerical Integration.