Springer Proceedings in Mathematics & Statistics

Monte Carlo and Quasi-Monte Carlo Methods

MCQMC 2018, Rennes, France, July 1–6

Editors: Tuffin, Bruno, L' Ecuyer, Pierre (Eds.)

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  • Recent advances on Monte Carlo (MC) methods and their application
  • Prime source of information on quasi-Monte Carlo (QMC) methods and their randomized versions
  • Covers applications of MC and QMC in statistics, automatic learning, finance, physics, partial differential equations, etc
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eBook 128,39 €
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  • ISBN 978-3-030-43465-6
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Hardcover 166,39 €
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About this book

​This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. 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. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.

Table of contents (26 chapters)

Table of contents (26 chapters)

Buy this book

eBook 128,39 €
price for Spain (gross)
  • ISBN 978-3-030-43465-6
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 166,39 €
price for Spain (gross)
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Bibliographic Information

Bibliographic Information
Book Title
Monte Carlo and Quasi-Monte Carlo Methods
Book Subtitle
MCQMC 2018, Rennes, France, July 1–6
Editors
  • Bruno Tuffin
  • Pierre L' Ecuyer
Series Title
Springer Proceedings in Mathematics & Statistics
Series Volume
324
Copyright
2020
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
eBook ISBN
978-3-030-43465-6
DOI
10.1007/978-3-030-43465-6
Hardcover ISBN
978-3-030-43464-9
Series ISSN
2194-1009
Edition Number
1
Number of Pages
XI, 539
Number of Illustrations
27 b/w illustrations, 65 illustrations in colour
Topics