Name: Automatic Nonuniform Random Variate Generation
Price: 1332.95 DKK
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Author: Josef Leydold
ISBN: 9783540406525

Automatic Nonuniform Random Variate Generation af Josef Leydold

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The recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in the literature. 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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Sprog:
Engelsk

ISBN:
9783540406525

Forlag:
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Indbinding:
Hardback

Sideantal:
441

Udgivet:
23. oktober 2003

Udgave:
2004

Størrelse:
234x156x25 mm.

Vægt:
813 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 5. december 2024

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The recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in the literature. 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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