Monte Carlo and Quasi-Monte Carlo Methods 2010 [electronic resource] /edited by Leszek Plaskota, Henryk Woźniakowski.
by Plaskota, Leszek [editor.]; Woźniakowski, Henryk [editor.]; SpringerLink (Online service).
Material type:
BookSeries: Springer Proceedings in Mathematics & Statistics: 23Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : 2012.Description: XII, 732 p. 103 illus., 40 illus. in color. online resource.ISBN: 9783642274404.Subject(s): Mathematics | Computer software | Finance | Computer science -- Mathematics | Mathematics | Computational Mathematics and Numerical Analysis | Algorithm Analysis and Problem Complexity | Quantitative Finance | Applications of Mathematics | Quantum ComputingDDC classification: 518 | 518 Online resources: Click here to access online
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Springer eBooksSummary: 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.
| Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| MAIN LIBRARY | QA71-90 (Browse shelf) | Available |
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.
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