Книга Automatic Nonuniform Random Variate Generation Wolfgang Hörmann

Automatic Nonuniform Random Variate Generation

Език: Английски език
Корици: С меки корици
Наличност: Външен склад
Изпращаме след 5-8 дни
105.43 206.21 лв
The recent concept of universal (also called automatic or black-box) random variate generation can o...

Информация за книгата

Език
Английски език
Корици
Книга - С меки корици
Издадена
2011
страници
441
EAN
9783642073724
ISBN
3642073727
Enbook ID
01652525
Теглоt
688
Размери
155 x 235 x 25

Пълно описание

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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