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Monte Carlo and Quasi-Monte Carlo Methods 2012 by Josef Dick

Monte Carlo and Quasi-Monte Carlo Methods 2012

by Josef Dick
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Book cover type: Paperback
  • ISBN13: 9783662514382
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 686
  • Original Price: EUR 149.99
  • Language: English
  • Edition: Softcover Repri
  • Item Weight: 978 grams
  • BISAC Subject(s): Counting & Numeration, Probability & Statistics / General, and Software Development & Engineering / Computer Graphics

From the Back Cover
This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. 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, statistics and computer graphics.

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