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Książka Automatic Nonuniform Random Variate Generation Wolfgang Hörmann

Automatic Nonuniform Random Variate Generation

Autor: Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger
Język: Angielski
Oprawa: Miękka
Wydawca: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Dostępność: Dostępna u dostawcy
Wysyłamy za 5-8 dni
423.49 zł
The recent concept of universal (also called automatic or black-box) random variate generation can o...

Informacje o książce

Autor
Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger
Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2011
strony
441
EAN
9783642073724
ISBN
3642073727
Enbook ID
01652525
Wydawca
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Waga
688
Wymiary
155 x 235 x 25

Pełny opis

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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