Monte Carlo and Quasi-Monte Carlo Sampling

by LeMieux and Christiane Lemieux

Quasi-Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitioners and researchers from various disciplines currently contribute.

This book presents essential tools for using quasi-Monte Carlo sampling in...

• Format: Hardcover
• Language: English
• ISBN: 0387781641
• ISBN13: 9780387781648
• Release Date: February 2009
• Publisher: Springer
• Length: 373 Pages
• Weight: 1.54 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"