Name: Automatic Nonuniform Random Variate Generation
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Author: Josef Leydold
ISBN: 9783642073724

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:
9783642073724

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

Indbinding:
Paperback

Sideantal:
441

Udgivet:
9. oktober 2011

Udgave:
12004

Størrelse:
229x152x23 mm.

Vægt:
688 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 27. november 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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