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Introduction to Quasi-Monte Carlo Integration and Applications

Gunther Leobacher and Friedrich Pillichshammer
Publisher: 
Birkhäuser
Publication Date: 
2014
Number of Pages: 
195
Format: 
Paperback
Series: 
Compact Textbooks in Mathematics
Price: 
49.99
ISBN: 
9783319034249
Category: 
Textbook
We do not plan to review this book.

Preface.- Notation.- 1 Introduction.- 2 Uniform Distribution Modulo One.- 3 QMC Integration in Reproducing Kernel Hilbert Spaces.- 4 Lattice Point Sets.- 5 (t, m, s)-nets and (t, s)-Sequences.- 6 A Short Discussion of the Discrepancy Bounds.- 7 Foundations of Financial Mathematics.- 8 Monte Carlo and Quasi-Monte Carlo Simulation.- Bibliography.- Index.