Coverart for item
The Resource Introduction to Quasi-Monte Carlo Integration and Applications, by Gunther Leobacher, Friedrich Pillichshammer, (electronic resource)

Introduction to Quasi-Monte Carlo Integration and Applications, by Gunther Leobacher, Friedrich Pillichshammer, (electronic resource)

Label
Introduction to Quasi-Monte Carlo Integration and Applications
Title
Introduction to Quasi-Monte Carlo Integration and Applications
Statement of responsibility
by Gunther Leobacher, Friedrich Pillichshammer
Creator
Contributor
Author
Subject
Language
eng
Summary
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
Member of
http://library.link/vocab/creatorName
Leobacher, Gunther
Image bit depth
0
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Pillichshammer, Friedrich.
  • SpringerLink (Online service)
Series statement
Compact Textbooks in Mathematics,
http://library.link/vocab/subjectName
  • Mathematics
  • Economics, Mathematical
  • Numerical analysis
  • Number theory
Label
Introduction to Quasi-Monte Carlo Integration and Applications, by Gunther Leobacher, Friedrich Pillichshammer, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=http://dx.doi.org/10.1007/978-3-319-03425-6
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier.
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent.
Contents
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
Control code
978-3-319-03425-6
Dimensions
unknown
Extent
XII, 195 p. 21 illus., 16 illus. in color.
File format
multiple file formats
Form of item
electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319034256
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia.
Media type code
c
Other control number
10.1007/978-3-319-03425-6
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1048155744
Label
Introduction to Quasi-Monte Carlo Integration and Applications, by Gunther Leobacher, Friedrich Pillichshammer, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=http://dx.doi.org/10.1007/978-3-319-03425-6
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier.
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent.
Contents
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
Control code
978-3-319-03425-6
Dimensions
unknown
Extent
XII, 195 p. 21 illus., 16 illus. in color.
File format
multiple file formats
Form of item
electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319034256
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia.
Media type code
c
Other control number
10.1007/978-3-319-03425-6
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1048155744

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