Monte Carlo and Quasi-Monte Carlo Methods 2006

  • Alexander Keller
  • Stefan Heinrich
  • Harald Niederreiter
Conference proceedings

DOI: 10.1007/978-3-540-74496-2

Table of contents

  1. Front Matter
    Pages I-X
  2. Invited Articles

  3. Contributed Articles

    1. Jakob Creutzig, Mikhail Lifshits
      Pages 195-204
    2. Holger Dammertz, Alexander Keller, Sabrina Dammertz
      Pages 205-216
    3. Sabrina Dammertz, Alexander Keller
      Pages 217-236
    4. Kristian Debrabant, Andreas Rößlers
      Pages 237-250
    5. Lih-Yuan Deng, Huajiang Li, Jyh-Jen Horng Shiau, Gwei-Hung Tsai
      Pages 263-273
    6. Josef Dick, Peter Kritzer, Prances Y. Kuo
      Pages 275-297

About these proceedings

Introduction

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

Editors and affiliations

  • Alexander Keller
    • 1
  • Stefan Heinrich
    • 2
  • Harald Niederreiter
    • 3
  1. 1.Department of Computer ScienceUlm UniversityUlmGermany
  2. 2.Department of Computer ScienceUniversity of KaiserslauternKaiserslauternGermany
  3. 3.Department of MathematicsNational University of SingaporeSingaporeRepublic of Singapore

Bibliographic information

  • Copyright Information Springer Berlin Heidelberg 2008
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-540-74495-5
  • Online ISBN 978-3-540-74496-2