About this book
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.
- DOI https://doi.org/10.1007/978-3-319-03425-6
- Copyright Information Springer International Publishing Switzerland 2014
- Publisher Name Birkhäuser, Cham
- eBook Packages Mathematics and Statistics
- Print ISBN 978-3-319-03424-9
- Online ISBN 978-3-319-03425-6
- Series Print ISSN 2296-4568
- Series Online ISSN 2296-455X
- Buy this book on publisher's site
- Industry Sectors
- Finance, Business & Banking