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Monte Carlo and Quasi-Monte Carlo Methods 2012

Springer Proceedings in Mathematics & Statistics 65

Format: Paperback / softback
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, Germany
Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published: 27th Aug 2016
Dimensions: w 156mm h 234mm d 36mm
Weight: 966g
ISBN-10: 3662514389
ISBN-13: 9783662514382
Barcode No: 9783662514382
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Synopsis
This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.

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