LEADER 04094nam 22007215 450 001 9910299982203321 005 20200706224603.0 010 $a3-319-03425-1 024 7 $a10.1007/978-3-319-03425-6 035 $a(CKB)3710000000249656 035 $a(Springer)9783319034256 035 $a(MH)014199325-1 035 $a(SSID)ssj0001354169 035 $a(PQKBManifestationID)11987172 035 $a(PQKBTitleCode)TC0001354169 035 $a(PQKBWorkID)11323382 035 $a(PQKB)11379215 035 $a(DE-He213)978-3-319-03425-6 035 $a(MiAaPQ)EBC6313116 035 $a(MiAaPQ)EBC5578101 035 $a(Au-PeEL)EBL5578101 035 $a(OCoLC)1083457687 035 $a(PPN)181350610 035 $a(EXLCZ)993710000000249656 100 $a20140912d2014 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aIntroduction to Quasi-Monte Carlo Integration and Applications /$fby Gunther Leobacher, Friedrich Pillichshammer 205 $a1st ed. 2014. 210 1$aCham :$cSpringer International Publishing :$cImprint: Birkhäuser,$d2014. 215 $a1 online resource (XII, 195 p. 21 illus., 16 illus. in color.)$conline resource 225 1 $aCompact Textbooks in Mathematics,$x2296-4568 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-319-03424-3 327 $aPreface -- 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. 330 $aThis textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented. The book is based on a one-semester, two-hour undergraduate course and is well-suited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science. 410 0$aCompact Textbooks in Mathematics,$x2296-4568 606 $aNumber theory 606 $aNumerical analysis 606 $aEconomics, Mathematical  606 $aNumber Theory$3https://scigraph.springernature.com/ontologies/product-market-codes/M25001 606 $aNumerical Analysis$3https://scigraph.springernature.com/ontologies/product-market-codes/M14050 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 615 0$aNumber theory. 615 0$aNumerical analysis. 615 0$aEconomics, Mathematical . 615 14$aNumber Theory. 615 24$aNumerical Analysis. 615 24$aQuantitative Finance. 676 $a519.282 700 $aLeobacher$b Gunther$4aut$4http://id.loc.gov/vocabulary/relators/aut$0721647 702 $aPillichshammer$b Friedrich$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910299982203321 996 $aIntroduction to Quasi-Monte Carlo Integration and Applications$92541506 997 $aUNINA 999 $aThis 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