Springer Proceedings in Mathematics & Statistics

Monte Carlo and Quasi-Monte Carlo Methods 2010

Editors: Plaskota, Leszek, Woźniakowski, Henryk (Eds.)

  • The proceedings provide information on current trends in the area of MC and QMC methods
  • The invited survey papers summarize the state-of-the-art of the corresponding field
  • Practitioners benefit from concrete applications in finance, statistics, and many computational areas
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  • ISBN 978-3-642-27440-4
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About this book

This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.

Table of contents (42 chapters)

  • Markov Bridges, Bisection and Variance Reduction

    Asmussen, Søren (et al.)

    Pages 3-22

  • Upper Bounds in Discrepancy Theory

    Chen, William W. L.

    Pages 23-41

  • Entropy, Randomization, Derandomization, and Discrepancy

    Gnewuch, Michael

    Pages 43-78

  • Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes

    Gobet, E.

    Pages 79-93

  • Stochastic Approximation of Functions and Applications

    Heinrich, Stefan

    Pages 95-131

Buy this book

eBook $139.00
price for USA (gross)
  • ISBN 978-3-642-27440-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.00
price for USA
  • ISBN 978-3-642-27439-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Monte Carlo and Quasi-Monte Carlo Methods 2010
Editors
  • Leszek Plaskota
  • Henryk Woźniakowski
Series Title
Springer Proceedings in Mathematics & Statistics
Series Volume
23
Copyright
2012
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-27440-4
DOI
10.1007/978-3-642-27440-4
Hardcover ISBN
978-3-642-27439-8
Series ISSN
2194-1009
Edition Number
1
Number of Pages
XII, 732
Topics