Monte Carlo and Quasi-Monte Carlo Sampling (Springer Series in Statistics)

Monte Carlo and Quasi-Monte Carlo Sampling (Springer Series in Statistics)

by Christiane Lemieux (Author), Christiane Lemieux (Author)

Synopsis

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.

$165.89

Quantity

20+ in stock

More Information

Format: Illustrated
Pages: 392
Edition: 2009
Publisher: Springer
Published: 27 Mar 2009

ISBN 10: 0387781641
ISBN 13: 9780387781648