Introduction to Quasi-Monte Carlo Integration and Applications (Compact Textbooks in Mathematics)

by Friedrich Pillichshammer (Contributor), Friedrich Pillichshammer (Contributor), Gunther Leobacher (Author)

• New

  Paperback
  2014

  $64.56

  This book introduces the basic concepts of quasi-Monte Carlo methods for numerical integration and the theory behind them. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems.