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612-822-4611
Introduction to Quasi-Monte Carlo Integration and Applications

Introduction to Quasi-Monte Carlo Integration and Applications

Paperback

Series: Compact Textbooks in Mathematics

General Mathematics

Currently unavailable to order

ISBN10: 3319034243
ISBN13: 9783319034249
Publisher: Birkhauser
Published: Oct 2 2014
Pages: 195
Weight: 0.66
Height: 0.44 Width: 6.10 Depth: 9.25
Language: English
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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General Mathematics