Automatic Nonuniform Random Variate Generation

Name: Automatic Nonuniform Random Variate Generation
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642073724
Price: 99.69 EUR
Availability: InStock

Autor: Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Dostupnosť: Skladom u dodávateľa

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99.69 €

The recent concept of universal (also called automatic or black-box) random variate generation can o...

Informácie o knihe

Autor

Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2011

Stránok

441

EAN

9783642073724

ISBN

3642073727

Enbook ID

01652525

Vydavateľ

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Hmotnosť

688

Rozmery

155 x 235 x 25

Kompletný popis

The recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in the literature. Being unique in its overall organization, the book covers not only the mathematical and statistical theory but also deals with the implementation of such methods. All algorithms introduced in the book are designed for practical use in simulation and have been coded and made available by the authors. Examples of possible applications of the presented algorithms (including option pricing, VaR and Bayesian statistics) are presented at the end of the book.

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Automatic Nonuniform Random Variate Generation

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