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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.)

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  • 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 $169.00
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  • ISBN 978-3-319-33507-0
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Hardcover $219.99
price for USA in USD
  • ISBN 978-3-319-33505-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $219.99
price for USA in USD
  • ISBN 978-3-319-81531-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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)

Table of contents (33 chapters)
  • Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes

    Pages 3-27

    Dereich, Steffen (et al.)

  • Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo

    Pages 29-86

    Hoel, Håkon (et al.)

  • Vandermonde Nets and Vandermonde Sequences

    Pages 87-105

    Hofer, Roswitha (et al.)

  • Path Space Markov Chain Monte Carlo Methods in Computer Graphics

    Pages 107-141

    Jakob, Wenzel

  • Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC

    Pages 143-160

    Matsumoto, Makoto (et al.)

Buy this book

eBook $169.00
price for USA in USD (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 $219.99
price for USA in USD
  • ISBN 978-3-319-33505-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $219.99
price for USA in USD
  • ISBN 978-3-319-81531-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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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