£111.24

Springer Monte Carlo and Quasi-Monte Carlo Methods 2008

Name: Springer Monte Carlo and Quasi-Monte Carlo Methods 2008
Brand: Springer
Price: 111.24 GBP
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Managers' Guides to Computing

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Description

Expand your technical knowledge with Monte Carlo and Quasi-Monte Carlo Methods 2008, published by Springer. This comprehensive volume serves as a vital resource for researchers and professionals working in statistics, finance, and computational mathematics. The text covers a wide range of advanced topics, including Monte Carlo computation in finance and Particle Markov Chain Monte Carlo for efficient numerical simulation. Readers can explore specialized discussions on the computational complexity of Metropolis-Hastings methods in high dimensions and the development of Quasi-Monte Carlo rules that achieve higher order convergence. The book provides deep insights into new perspectives on (t,s)-sequences, variable subspace sampling, and multi-level algorithms. Whether you are studying Markov Chain Monte Carlo algorithms or investigating sensitivity estimates for compound sums, this collection of tutorials, invited articles, and contributed articles offers the mathematical depth required for high-level academic and professional study.

Key Features

Comprehensive tutorials covering Monte Carlo and Quasi-Monte Carlo applications specifically for statistics and finance.

In-depth analysis of Particle Markov Chain Monte Carlo for improving the efficiency of numerical simulations.

Technical exploration of Metropolis-Hastings methods and their computational complexity in high-dimensional spaces.

Advanced mathematical insights into Quasi-Monte Carlo rules and their ability to achieve higher order convergence.

Detailed research on Markov Chain Monte Carlo algorithms, focusing on both theoretical foundations and practical applications.

Specialized sections on variable subspace sampling, multi-level algorithms, and new perspectives on (t,s)-sequences.

Product Specifications

Brand: Springer
Format: hardcover
ASIN: 364204106X
Category: Books > Subjects > Business, Finance & Law > E-Commerce > Managers' Guides to Computing
Domain: Amazon UK
Release Date: 25 November 2009
Listed Since: 30 July 2009

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Springer Monte Carlo and Quasi-Monte Carlo Methods 2008

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