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Introduction to Quasi-Monte Carlo Integration and Applications / by Gunther Leobacher, Friedrich Pillichshammer
(Compact Textbooks in Mathematics. ISSN:2296455X)
版 | 1st ed. 2014. |
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出版者 | Cham : Springer International Publishing : Imprint: Birkhäuser |
出版年 | 2014 |
本文言語 | 英語 |
大きさ | XII, 195 p. 21 illus., 16 illus. in color : online resource |
著者標目 | *Leobacher, Gunther author Pillichshammer, Friedrich author SpringerLink (Online service) |
件 名 | LCSH:Number theory LCSH:Numerical analysis LCSH:Social sciences -- Mathematics 全ての件名で検索 FREE:Number Theory FREE:Numerical Analysis FREE:Mathematics in Business, Economics and Finance |
一般注記 | Preface -- Notation -- 1 Introduction -- 2 Uniform Distribution Modulo One -- 3 QMC Integration in Reproducing Kernel Hilbert Spaces -- 4 Lattice Point Sets -- 5 (t, m, s)-nets and (t, s)-Sequences -- 6 A Short Discussion of the Discrepancy Bounds -- 7 Foundations of Financial Mathematics -- 8 Monte Carlo and Quasi-Monte Carlo Simulation -- Bibliography -- Index 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 HTTP:URL=https://doi.org/10.1007/978-3-319-03425-6 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783319034256 |
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EB00233888 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA241-247.5 DC23:512.7 |
書誌ID | 4000117778 |
ISBN | 9783319034256 |
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※2017年9月4日以降