Skip to main content

Monte Carlo and Quasi-Monte Carlo Methods 2012

  • Conference proceedings
  • © 2013


  • State-of-the-art of theoretical development on Monte Carlo (MC), quasi-Monte Carlo (QMC) and Markov chain Monte Carlo (MCMC) methods
  • Covers a variety of applications of MC, QMC, and MCMC
  • Survey articles on MC, QMC, and MCMC introduce contemporary knowledge and open problems in these areas
  • Includes supplementary material:

Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 65)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Subscribe and save

Springer+ Basic
EUR 32.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

eBook USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

About this book

This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.

Similar content being viewed by others


Table of contents (34 papers)

  1. Invited Articles

  2. Tutorial

  3. Contributed Articles

Editors and Affiliations

  • The University of New South Wales School of Mathematics and Statistics, Sydney, Australia

    Josef Dick, Frances Y. Kuo, Gareth W. Peters, Ian H. Sloan

Bibliographic Information

Publish with us