Introduction to Quasi-Monte Carlo Integration and Applications (Paperback, 2014 ed.)

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.

General

Imprint:	Birkhauser Verlag AG
Country of origin:	Switzerland
Series:	Compact Textbooks in Mathematics
Release date:	September 2014
First published:	2014
Authors:	Gunther Leobacher • Friedrich Pillichshammer
Dimensions:	235 x 155 x 12mm (L x W x T)
Format:	Paperback
Pages:	195
Edition:	2014 ed.
ISBN-13:	978-3-319-03424-9
Categories:	Books > Science & Mathematics > Mathematics > Numerical analysis Books > Science & Mathematics > Mathematics > Number theory > General
LSN:	3-319-03424-3
Barcode:	9783319034249

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