Close
Enter your search into one or more of the boxes below:
You can refine your search by selecting from any of the options below:
Search
Introduction to Quasi-Monte Carlo Integration and Applications
Foyalty 136

Introduction to Quasi-Monte Carlo Integration and Applications (Paperback)

£44.99
Usually despatched within 2 weeks.

Synopsis

This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented.



The book is based on a one-semester, two-hour undergraduate course and is well-suited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science.

Science & MathematicsMathematicsCalculus & mathematical analysisNumerical analysisScience & MathematicsMathematicsNumber theory Publisher: Birkhauser Publication Date: 13/09/2014 ISBN-13: 9783319034249  Details: Type: Paperback Format: Books
Availability: Usually despatched within 2 weeks. Login for Quick Checkout Add to Basket

Gunther Leobacher is assistant professor at the Institute of Financial Mathematics at the Johannes Kepler University Linz. Friedrich Pillichshammer is associate professor at the Institute of Financial Mathematics at the Johannes Kepler University Linz.

More books by Gunther Leobacher

More books by Friedrich Pillichshammer

Leave Review

Delivery

Delivery Options

All delivery times quoted are the average, and cannot be guaranteed. These should be added to the availability message time, to determine when the goods will arrive. During checkout we will give you a cumulative estimated date for delivery.

Location 1st Book Each additional book Average Delivery Time
UK Standard Delivery FREE FREE 3-5 Days
UK First Class £4.50 £1.00 1-2 Days
UK Courier £7.00 £1.00 1-2 Days
Western Europe** Courier £17.00 £3.00 2-3 Days
Western Europe** Airmail £5.00 £1.50 4-14 Days
USA / Canada Courier £20.00 £3.00 2-4 Days
USA / Canada Airmail £7.00 £3.00 4-14 Days
Rest of World Courier £22.50 £3.00 3-6 Days
Rest of World Airmail £8.00 £3.00 7-21 Days

** Includes Austria, Belgium, Denmark, France, Germany, Greece, Iceland, Irish Republic, Italy, Luxembourg, Netherlands, Portugal, Spain, Sweden and Switzerland.

Delivery Help & FAQs

Returns Information

If you are not completely satisfied with your purchase*, you may return it to us in its original condition with in 30 days of receiving your delivery or collection notification email for a refund. Except for damaged items or delivery issues the cost of return postage is borne by the buyer. Your statutory rights are not affected.

* For Exclusions and terms on damaged or delivery issues see Returns Help & FAQs

You might also like

Multivariate Approximation
(Hardback)
V. Temlyakov
 
 
£79.99
 
Undergraduate Analysis: A Working...
(Paperback)
Aisling McCluskey; Brian McMaster
 
 
£25.00
 
Scientific Computing: Vol. I - Linear...
(Hardback)
John A. Trangenstein
 
 
£63.99
 
Scientific Computing: Vol. II -...
(Hardback)
John A. Trangenstein
 
 
£63.99
 
© W&G Foyle Ltd
Foyles uses cookies to help ensure your experience on our site is the best possible. Click here if you’d like to find out more about the types of cookies we use.
Accept and Close