04094nam 22007215 450 991029998220332120200706224603.03-319-03425-110.1007/978-3-319-03425-6(CKB)3710000000249656(Springer)9783319034256(MH)014199325-1(SSID)ssj0001354169(PQKBManifestationID)11987172(PQKBTitleCode)TC0001354169(PQKBWorkID)11323382(PQKB)11379215(DE-He213)978-3-319-03425-6(MiAaPQ)EBC6313116(MiAaPQ)EBC5578101(Au-PeEL)EBL5578101(OCoLC)1083457687(PPN)181350610(EXLCZ)99371000000024965620140912d2014 u| 0engurnn|008mamaatxtrdacontentcrdamediacrrdacarrierIntroduction to Quasi-Monte Carlo Integration and Applications /by Gunther Leobacher, Friedrich Pillichshammer1st ed. 2014.Cham :Springer International Publishing :Imprint: Birkhäuser,2014.1 online resource (XII, 195 p. 21 illus., 16 illus. in color.)online resourceCompact Textbooks in Mathematics,2296-4568Bibliographic Level Mode of Issuance: Monograph3-319-03424-3 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.This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented. The book is based on a one-semester, two-hour undergraduate course and is well-suited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science.Compact Textbooks in Mathematics,2296-4568Number theoryNumerical analysisEconomics, Mathematical Number Theoryhttps://scigraph.springernature.com/ontologies/product-market-codes/M25001Numerical Analysishttps://scigraph.springernature.com/ontologies/product-market-codes/M14050Quantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Number theory.Numerical analysis.Economics, Mathematical .Number Theory.Numerical Analysis.Quantitative Finance.519.282Leobacher Guntherauthttp://id.loc.gov/vocabulary/relators/aut721647Pillichshammer Friedrichauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910299982203321Introduction to Quasi-Monte Carlo Integration and Applications2541506UNINAThis Record contains information from the Harvard Library Bibliographic Dataset, which is provided by the Harvard Library under its Bibliographic Dataset Use Terms and includes data made available by, among others the Library of Congress