Kniha Automatic Nonuniform Random Variate Generation Wolfgang Hörmann

Automatic Nonuniform Random Variate Generation

Jazyk: Angličtina
Väzba: Brožovaná
Dostupnosť: Skladom u dodávateľa
Odosielame za 5-8 dní
99.69
The recent concept of universal (also called automatic or black-box) random variate generation can o...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
2011
Stránok
441
EAN
9783642073724
ISBN
3642073727
Enbook ID
01652525
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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