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Книга Automatic Nonuniform Random Variate Generation Wolfgang Hörmann

Automatic Nonuniform Random Variate Generation

Автор: Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger
Език: Английски език
Корици: С меки корици
Издател: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
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

Автор
Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger
Език
Английски език
Корици
Книга - С меки корици
Издадена
2011
страници
441
EAN
9783642073724
ISBN
3642073727
Enbook ID
01652525
Издател
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
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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