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Viac informácií o knihe Automatic Nonuniform Random Variate Generation

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

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Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Calculus & mathematical analysis

• Celý názov: Automatic Nonuniform Random Variate Generation
• Autor: Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 441
• EAN: 9783642073724
• ISBN: 3642073727
• ID: 01652525
• Nakladateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnosť: 688 g
• Rozmery: 235 × 155 × 25 mm
• Dátum vydania: 09. October 2011

Obľúbené z iného súdka

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