Introduction to Quasi Monte Carlo Integration and Applications is popular PDF and ePub book, written by Gunther Leobacher in 2014-09-12, 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, Introduction to Quasi Monte Carlo Integration and Applications can be Read Online from any device for your convenience.
Introduction to Quasi Monte Carlo Integration and Applications Book PDF Summary
This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented. The book is based on a one-semester, two-hour undergraduate course and is well-suited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science.
Detail Book of Introduction to Quasi Monte Carlo Integration and Applications PDF
- Author : Gunther Leobacher
- Release : 12 September 2014
- Publisher : Springer
- ISBN : 9783319034256
- Genre : Mathematics
- Total Page : 206 pages
- Language : English
- PDF File Size : 9,9 Mb
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