The Resource Introduction to QuasiMonte Carlo Integration and Applications, by Gunther Leobacher, Friedrich Pillichshammer, (electronic resource)
Introduction to QuasiMonte Carlo Integration and Applications, by Gunther Leobacher, Friedrich Pillichshammer, (electronic resource)
Resource Information
The item Introduction to QuasiMonte Carlo Integration and Applications, by Gunther Leobacher, Friedrich Pillichshammer, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item Introduction to QuasiMonte Carlo Integration and Applications, by Gunther Leobacher, Friedrich Pillichshammer, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
 Summary
 This textbook introduces readers to the basic concepts of quasiMonte 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 financerelated 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 onesemester, twohour undergraduate course and is wellsuited 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
 Language
 eng
 Extent
 XII, 195 p. 21 illus., 16 illus. in color.
 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 QuasiMonte Carlo Simulation
 Bibliography
 Index
 Isbn
 9783319034256
 Label
 Introduction to QuasiMonte Carlo Integration and Applications
 Title
 Introduction to QuasiMonte Carlo Integration and Applications
 Statement of responsibility
 by Gunther Leobacher, Friedrich Pillichshammer
 Language
 eng
 Summary
 This textbook introduces readers to the basic concepts of quasiMonte 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 financerelated 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 onesemester, twohour undergraduate course and is wellsuited 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://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 QuasiMonte Carlo Integration and Applications, by Gunther Leobacher, Friedrich Pillichshammer, (electronic resource)
 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 QuasiMonte Carlo Simulation  Bibliography  Index
 Control code
 9783319034256
 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, noncommercial 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
 10.1007/9783319034256
 Other physical details
 online resource.
 Quality assurance targets
 absent
 Reformatting quality
 access
 Specific material designation
 remote
 System control number
 (OCoLC)1048155744
 Label
 Introduction to QuasiMonte Carlo Integration and Applications, by Gunther Leobacher, Friedrich Pillichshammer, (electronic resource)
 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 QuasiMonte Carlo Simulation  Bibliography  Index
 Control code
 9783319034256
 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, noncommercial 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
 10.1007/9783319034256
 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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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.eui.eu/portal/IntroductiontoQuasiMonteCarloIntegrationand/9YdJQolna_Y/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/IntroductiontoQuasiMonteCarloIntegrationand/9YdJQolna_Y/">Introduction to QuasiMonte Carlo Integration and Applications, by Gunther Leobacher, Friedrich Pillichshammer, (electronic resource)</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>