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03402nam a22005175i 4500 |
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978-3-319-03425-6 |
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DE-He213 |
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20210618062802.0 |
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140912s2014 gw | s |||| 0|eng d |
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|a 9783319034256
|9 978-3-319-03425-6
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|a Leobacher, Gunther.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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|a Introduction to Quasi-Monte Carlo Integration and Applications
|h [electronic resource] /
|c by Gunther Leobacher, Friedrich Pillichshammer.
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|a 1st ed. 2014.
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|a Cham :
|b Springer International Publishing :
|b Imprint: Birkhäuser,
|c 2014.
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| 300 |
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|a XII, 195 p. 21 illus., 16 illus. in color.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
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|2 rdamedia
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|a online resource
|b cr
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|a text file
|b PDF
|2 rda
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1 |
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|a Compact Textbooks in Mathematics,
|x 2296-4568
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|a 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.
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|a 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.
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|a Number theory.
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|a Numerical analysis.
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|a Economics, Mathematical .
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|a Number Theory.
|0 https://scigraph.springernature.com/ontologies/product-market-codes/M25001
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|a Numerical Analysis.
|0 https://scigraph.springernature.com/ontologies/product-market-codes/M14050
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|a Quantitative Finance.
|0 https://scigraph.springernature.com/ontologies/product-market-codes/M13062
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| 700 |
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|a Pillichshammer, Friedrich.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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| 710 |
2 |
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|a SpringerLink (Online service)
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| 773 |
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|t Springer Nature eBook
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|i Printed edition:
|z 9783319034263
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| 776 |
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|i Printed edition:
|z 9783319034249
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| 830 |
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|a Compact Textbooks in Mathematics,
|x 2296-4568
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|u https://doi.org/10.1007/978-3-319-03425-6
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|a ZDB-2-SXMS
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|a Mathematics and Statistics (SpringerNature-11649)
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| 950 |
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|a Mathematics and Statistics (R0) (SpringerNature-43713)
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