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Table of contents (41 papers)
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Front Matter
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Invited Articles
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Contributed Articles
About this book
This book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, held in Ulm (Germany) in August 2006. The proceedings include carefully selected papers on many aspects of Monte Carlo and quasi-Monte Carlo methods and their applications, as well as providing information on current research in these very active areas. Besides covering theory, the book is an excellent resource work for practitioners as well.
Keywords
- Excel
- computer graphics
- mathematical finance
- monte carlo methods
- quasi-monte carlo methods
- scientific computing
- simulation methods
- partial differential equations
- quantitative finance
Editors and Affiliations
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Department of Computer Science, Ulm University, Ulm, Germany
Alexander Keller
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Department of Computer Science, University of Kaiserslautern, Kaiserslautern, Germany
Stefan Heinrich
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Department of Mathematics, National University of Singapore, Singapore, Republic of Singapore
Harald Niederreiter
Bibliographic Information
Book Title: Monte Carlo and Quasi-Monte Carlo Methods 2006
Editors: Alexander Keller, Stefan Heinrich, Harald Niederreiter
DOI: https://doi.org/10.1007/978-3-540-74496-2
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2008
Softcover ISBN: 978-3-540-74495-5Published: 23 November 2007
eBook ISBN: 978-3-540-74496-2Published: 30 December 2008
Edition Number: 1
Number of Pages: X, 698
Number of Illustrations: 119 b/w illustrations
Topics: Numerical Analysis, Probability Theory, Differential Equations, Mathematics in Business, Economics and Finance, Mathematical and Computational Engineering Applications, Theoretical, Mathematical and Computational Physics