Monte Carlo and Quasi-Monte Carlo Methods 2010

Softcover Nachdruck of the original 1. Auflage 2012
ISBN: 978-3-662-52158-8
Verlag: Springer

Buch, Englisch, Band 23, 732 Seiten, Previously published in hardcover, Format (B × H): 155 mm x 235 mm, Gewicht: 1107 g

Reihe: Springer Proceedings in Mathematics & Statistics

This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. 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 and statistics.

Zielgruppe

Research

Autoren/Hrsg.

Wo¿niakowski, Henryk

Plaskota, Leszek

Wozniakowski, Henryk

Fachgebiete

• Mathematik | Informatik EDV | Informatik Informatik Mathematik für Informatiker
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Numerische Mathematik