Monte Carlo and Quasi-Monte Carlo Methods 2006
Publication year: 2008
: 978-3-540-74496-2
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.
: Mathematics and Statistics, Excel, computer graphics, mathematical finance, monte carlo methods, quasi-monte carlo methods, scientific computing, simulation methods, partial differential equations, quantitative finance
