Monte Carlo and Quasi-Monte Carlo Sampling
Christiane Lemieux
Springer-Verlag New York Inc., 2009
121,95 €On orderDelivery: 2-3 weeks
Quasi-Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. This book presents all of the essential tools for using quasi-Monte Carlo sampling on practical problems, especially in finance.
- ISBN-13
- 9780387781648
- ISBN-10
- 0387781641
- Publisher
- Springer-Verlag New York Inc.
- Year
- 2009
- Publication date
- 2009-02-27
- Pages
- 373
- Dimensions
- 244x162x23
- Weight
- 684