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Springer Proceedings in Mathematics & Statistics

Monte Carlo and Quasi-Monte Carlo Methods

MCQMC, Leuven, Belgium, April 2014

Editors: Cools, Ronald, Nuyens, Dirk (Eds.)

  • Provides information on current trends in the area of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods
  • Presents invited survey papers that summarize the state-of-the-art of the corresponding field
  • Benefits practitioners by including concrete applications in statistics, finance, computer graphics, and other computational areas
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eBook 142,79 €
price for Spain (gross)
  • ISBN 978-3-319-33507-0
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 187,19 €
price for Spain (gross)
  • ISBN 978-3-319-33505-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 187,19 €
price for Spain (gross)
  • ISBN 978-3-319-81531-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. 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 (33 chapters)

  • Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes

    Dereich, Steffen (et al.)

    Pages 3-27

    Preview Buy Chapter 30,19 €
  • Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo

    Hoel, Håkon (et al.)

    Pages 29-86

    Preview Buy Chapter 30,19 €
  • Vandermonde Nets and Vandermonde Sequences

    Hofer, Roswitha (et al.)

    Pages 87-105

    Preview Buy Chapter 30,19 €
  • Path Space Markov Chain Monte Carlo Methods in Computer Graphics

    Jakob, Wenzel

    Pages 107-141

    Preview Buy Chapter 30,19 €
  • Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC

    Matsumoto, Makoto (et al.)

    Pages 143-160

    Preview Buy Chapter 30,19 €

Buy this book

eBook 142,79 €
price for Spain (gross)
  • ISBN 978-3-319-33507-0
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 187,19 €
price for Spain (gross)
  • ISBN 978-3-319-33505-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 187,19 €
price for Spain (gross)
  • ISBN 978-3-319-81531-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Monte Carlo and Quasi-Monte Carlo Methods
Book Subtitle
MCQMC, Leuven, Belgium, April 2014
Editors
  • Ronald Cools
  • Dirk Nuyens
Series Title
Springer Proceedings in Mathematics & Statistics
Series Volume
163
Copyright
2016
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-33507-0
DOI
10.1007/978-3-319-33507-0
Hardcover ISBN
978-3-319-33505-6
Softcover ISBN
978-3-319-81531-2
Series ISSN
2194-1009
Edition Number
1
Number of Pages
XVIII, 622
Number of Illustrations
59 b/w illustrations, 57 illustrations in colour
Topics