Monte Carlo and Quasi-Monte Carlo Methods

Monte Carlo and Quasi-Monte Carlo Methods
Author :
Publisher : Springer
Total Pages : 624
Release :
ISBN-10 : 9783319335070
ISBN-13 : 3319335073
Rating : 4/5 (70 Downloads)

Book Synopsis Monte Carlo and Quasi-Monte Carlo Methods by : Ronald Cools

Download or read book Monte Carlo and Quasi-Monte Carlo Methods written by Ronald Cools and published by Springer. This book was released on 2016-06-13 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. 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. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.


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