Automatic Nonuniform Random Variate Generation is popular PDF and ePub book, written by Wolfgang Hörmann in 2013-06-29, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Automatic Nonuniform Random Variate Generation can be Read Online from any device for your convenience.
Automatic Nonuniform Random Variate Generation Book PDF Summary
The recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in the literature. Being unique in its overall organization, the book covers not only the mathematical and statistical theory but also deals with the implementation of such methods. All algorithms introduced in the book are designed for practical use in simulation and have been coded and made available by the authors. Examples of possible applications of the presented algorithms (including option pricing, VaR and Bayesian statistics) are presented at the end of the book.
Detail Book of Automatic Nonuniform Random Variate Generation PDF
- Author : Wolfgang Hörmann
- Release : 29 June 2013
- Publisher : Springer Science & Business Media
- ISBN : 9783662059463
- Genre : Mathematics
- Total Page : 439 pages
- Language : English
- PDF File Size : 9,9 Mb
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