by Christiane Lemieux (Author), Christiane Lemieux (Author)
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.
Format: Illustrated
Pages: 392
Edition: 2009
Publisher: Springer
Published: 27 Mar 2009
ISBN 10: 0387781641
ISBN 13: 9780387781648