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Kniha Automatic Nonuniform Random Variate Generation Wolfgang Hörmann

Automatic Nonuniform Random Variate Generation

Autor: Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger
Jazyk: Angličtina
Vazba: Brožovaná
Vydavatel: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Dostupnost: Skladem u dodavatele
Odesíláme za 5-8 dnů
2 286 Kč
The recent concept of universal (also called automatic or black-box) random variate generation can o...

Informace o knize

Autor
Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger
Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2011
Stránek
441
EAN
9783642073724
ISBN
3642073727
Enbook ID
01652525
Vydavatel
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Hmotnost
688
Rozměry
155 x 235 x 25

Kompletní 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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