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Automatic Nonuniform Random Variate Generation

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Automatic Nonuniform Random Variate Generation Wolfgang Hörmann
Libristo kod: 01652525
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, listopad 2011
The recent concept of universal (also called automatic or black-box) random variate generation can o... Cijeli opis
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The recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in the literature. Being unique in its overall organization, the book covers not only the mathematical and statistical theory but also deals with the implementation of such methods. All algorithms introduced in the book are designed for practical use in simulation and have been coded and made available by the authors. Examples of possible applications of the presented algorithms (including option pricing, VaR and Bayesian statistics) are presented at the end of the book.

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Informacije o knjizi

Puni naziv Automatic Nonuniform Random Variate Generation
Autor Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2011
Broj stranica 441
EAN 9783642073724
ISBN 3642073727
Libristo kod 01652525
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Težina 688
Dimenzije 155 x 235 x 25

Kategorija

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Numerical analysis
Mathematics & Science > Mathematics > Probability & statistics
Computing & Information Technology > Business applications > Mathematical & statistical software
Computing & Information Technology > Computer science > Mathematical theory of computation
Computing & Information Technology > Computer science > Computer modelling & simulation
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