Introduction to Quasi-Monte Carlo Integration and Applications

by Friedrich Pillichshammer and Gunther Leobacher

Book Overview

Preface.- Notation.- 1 Introduction.- 2 Uniform Distribution Modulo One.- 3 QMC Integration in Reproducing Kernel Hilbert Spaces.- 4 Lattice Point Sets.- 5 (t, m, s)-nets and (t, s)-Sequences.- 6 A Short Discussion of the Discrepancy Bounds.- 7 Foundations of Financial Mathematics.- 8 Monte Carlo and Quasi-Monte Carlo Simulation.- Bibliography.- Index.

• Format: Paperback
• Language: English
• ISBN: 3319034243
• ISBN13: 9783319034249
• Release Date: October 2014
• Publisher: Birkhauser
• Length: 195 Pages
• Weight: 0.66 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"