ISBN 9780387781648,Monte Carlo and Quasi-Monte Carlo Sampling

Monte Carlo and Quasi-Monte Carlo Sampling

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Publisher

Ingram Publisher Services

Publication Year 2009
ISBN-13

ISBN 9780387781648

ISBN-10 0387781641
Binding

Hardback

Number of Pages 392 Pages
Subject

Probability & statistics

Quasi-Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. This book presents all of the essential tools for using quasi-Monte Carlo sampling on practical problems, especially in finance.
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