Monte Carlo And Quasi Monte Carlo Methods 2002
Download Monte Carlo And Quasi Monte Carlo Methods 2002 full books in PDF, epub, and Kindle. Read online free Monte Carlo And Quasi Monte Carlo Methods 2002 ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
| Author | : Harald Niederreiter |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 462 |
| Release | : 2011-06-28 |
| Genre | : Mathematics |
| ISBN | : 3642187439 |
This book represents the refereed proceedings of the Fifth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the National University of Singapore in the year 2002. An important feature are invited surveys of the state of the art in key areas such as multidimensional numerical integration, low-discrepancy point sets, computational complexity, finance, and other applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings also include carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active area.
| Author | : Gunther Leobacher |
| Publisher | : Springer |
| Total Pages | : 206 |
| Release | : 2014-09-12 |
| Genre | : Mathematics |
| ISBN | : 3319034251 |
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.
| Author | : Ronald Cools |
| Publisher | : Springer |
| Total Pages | : 624 |
| Release | : 2016-06-13 |
| Genre | : Mathematics |
| ISBN | : 3319335073 |
This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.
| Author | : Alexander Keller |
| Publisher | : Springer Nature |
| Total Pages | : 315 |
| Release | : 2022-05-20 |
| Genre | : Mathematics |
| ISBN | : 3030983196 |
This volume presents the revised papers of the 14th International Conference in Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMC 2020, which took place online during August 10-14, 2020. This book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in statistics, machine learning, finance, and computer graphics, offering information on the latest developments in Monte Carlo and quasi-Monte Carlo methods and their randomized versions.
| Author | : Bruno Tuffin |
| Publisher | : Springer Nature |
| Total Pages | : 533 |
| Release | : 2020-05-01 |
| Genre | : Computers |
| ISBN | : 3030434656 |
This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.
| Author | : Alexander Keller |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 684 |
| Release | : 2007-12-30 |
| Genre | : Mathematics |
| ISBN | : 3540744967 |
This book presents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, held in Ulm, Germany, in August 2006. The proceedings include carefully selected papers on many aspects of Monte Carlo and quasi-Monte Carlo methods and their applications. They also provide information on current research in these very active areas.
| Author | : Aicke Hinrichs |
| Publisher | : Springer Nature |
| Total Pages | : 657 |
| Release | : |
| Genre | : |
| ISBN | : 3031597621 |
| Author | : Harald Niederreiter |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 506 |
| Release | : 2006-02-08 |
| Genre | : Mathematics |
| ISBN | : 3540311866 |
This book represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and of the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. These conferences were held jointly at Juan-les-Pins (France) in June 2004. The proceedings include carefully selected papers on many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial differential equations. The reader will be informed about current research in these very active areas.
| Author | : Josef Dick |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 680 |
| Release | : 2013-12-05 |
| Genre | : Mathematics |
| ISBN | : 3642410952 |
This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.
| Author | : Art B. Owen |
| Publisher | : Springer |
| Total Pages | : 476 |
| Release | : 2018-07-03 |
| Genre | : Computers |
| ISBN | : 3319914367 |
This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.
