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Monte Carlo and Quasi-Monte Carlo Methods, Cools



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Цена: 13584р.
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Автор: Cools
Название:  Monte Carlo and Quasi-Monte Carlo Methods
Издательство: Springer
Классификация:
Дифферунциально и интегральное исчисление и математический анализ
Прикладная математика

ISBN: 3319335057
ISBN-13(EAN): 9783319335056
ISBN: 3-319-33505-7
ISBN-13(EAN): 978-3-319-33505-6
Обложка/Формат: Hardback
Страницы: 622
Вес: 1.112 кг.
Дата издания: 2016
Серия: Springer proceedings in mathematics and statistics
Язык: English
Иллюстрации: 59 black & white illustrations, 57 colour illustrations, biography
Размер: 167 x 242 x 39
Читательская аудитория: Postgraduate, research & scholarly
Основная тема: Mathematics
Подзаголовок: MCQMC, Leuven, Belgium, April 2014
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание:
This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.

Дополнительное описание: Part I Invited papers.- Multilevel Monte Carlo Implementation for SDEs driven by Truncated Stable Processes.- Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo.- Vandermonde Nets and Vandermonde




Handbook in Monte Carlo Simulation

Автор: Brandimarte P
Название: Handbook in Monte Carlo Simulation
ISBN: 0470531118 ISBN-13(EAN): 9780470531112
Издательство: Wiley
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Цена: 14207 р.
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Описание: Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applications of Monte Carlo methods in financial engineering and economics.

Image Analysis, Random Fields and Markov Chain Monte Carlo Methods / A Mathematical Introduction

Автор: Winkler Gerhard
Название: Image Analysis, Random Fields and Markov Chain Monte Carlo Methods / A Mathematical Introduction
ISBN: 3540442138 ISBN-13(EAN): 9783540442134
Издательство: Springer
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Цена: 11494 р.
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Описание: This second edition of G. Winkler's successful book on random field approaches to image analysis, related Markov Chain Monte Carlo methods, and statistical inference with emphasis on Bayesian image analysis concentrates more on general principles and models and less on details of concrete applications. Addressed to students and scientists from mathematics, statistics, physics, engineering, and computer science, it will serve as an introduction to the mathematical aspects rather than a survey. Basically no prior knowledge of mathematics or statistics is required.The second edition is in many parts completely rewritten and improved, and most figures are new. The topics of exact sampling and global optimization of likelihood functions have been added. This second edition comes with a CD-ROM by F. Friedrich,containing a host of (live) illustrations for each chapter. In an interactive environment, readers can perform their own experiments to consolidate the subject.

Monte Carlo and Quasi-Monte Carlo Methods 2004

Автор: Niederreiter Harald, Talay Denis
Название: Monte Carlo and Quasi-Monte Carlo Methods 2004
ISBN: 3540255419 ISBN-13(EAN): 9783540255413
Издательство: Springer
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Цена: 19854 р.
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Описание: This book represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and of the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. These conferences were held jointly at Juan-les-Pins (France) in June 2004. The proceedings include carefully selected papers on many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial differential equations. The reader will be informed about current research in these very active areas.

Monte Carlo and  Quasi-Monte Carlo Methods 2010

Автор: Plaskota
Название: Monte Carlo and Quasi-Monte Carlo Methods 2010
ISBN: 3642274390 ISBN-13(EAN): 9783642274398
Издательство: Springer
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Цена: 16196 р.
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Описание: This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.

Monte Carlo and Quasi-Monte Carlo Sampling

Автор: Christiane Lemieux
Название: Monte Carlo and Quasi-Monte Carlo Sampling
ISBN: 0387781641 ISBN-13(EAN): 9780387781648
Издательство: Springer
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Цена: 12539 р.
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Описание: Quasi-Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the years. This book presents essential tools for using quasi-Monte Carlo sampling in practice. It is suitable for graduate students in statistics, management science, operations research, engineering, and applied mathematics.

Monte Carlo Methods in Financial Engineering

Автор: Glasserman
Название: Monte Carlo Methods in Financial Engineering
ISBN: 0387004513 ISBN-13(EAN): 9780387004518
Издательство: Springer
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Цена: 7314 р.
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Описание: Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios.The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential.The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry.Mathematical Reviews, 2004: "... this book is very comprehensive, up-to-date and useful tool for those who are interested in implementing Monte Carlo methods in a financial context."

Toroidal Groups / Line Bundles, Cohomology and Quasi-Abelian Varieties

Автор: Abe Yukitaka, Kopfermann Klaus
Название: Toroidal Groups / Line Bundles, Cohomology and Quasi-Abelian Varieties
ISBN: 3540419896 ISBN-13(EAN): 9783540419891
Издательство: Springer
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Цена: 3130 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Toroidal groups are the connecting link between torus groups and any complex Lie groups. Many properties of complex Lie groups such as the pseudoconvexity and cohomology are determined by their maximal toroidal subgroups. Quasi-Abelian varieties are meromorphically separable toroidal groups. They are the natural generalisation of the Abelian varieties. Nevertheless, their behavior can be completely different as the wild groups show.

Dual sets of envelopes and characteristic regions of quasi-polynomials

Автор: Cheng, Sui Sun Lin, Yi-zhong
Название: Dual sets of envelopes and characteristic regions of quasi-polynomials
ISBN: 9814277274 ISBN-13(EAN): 9789814277273
Издательство: World Scientific Publishing
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Цена: 9318 р.
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Описание: Existence and nonexistence of roots of functions involving one or more parameters has been the subject of numerous investigations. This book presents a formal theory of the Cheng-Lin envelope method. It is suitable for college students who want to see immediate applications of what they learn in Calculus.

Beyond Partial Differential Equations / On Linear and Quasi-Linear Abstract Hyperbolic Evolution Equations

Автор: Beyer Horst R.
Название: Beyond Partial Differential Equations / On Linear and Quasi-Linear Abstract Hyperbolic Evolution Equations
ISBN: 3540711287 ISBN-13(EAN): 9783540711285
Издательство: Springer
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Цена: 4697 р.
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Описание: The present volume is self-contained and introduces to the treatment of linear and nonlinear (quasi-linear) abstract evolution equations by methods from the theory of strongly continuous semigroups. The theoretical part is accessible to graduate students with basic knowledge in functional analysis. Only some examples require more specialized knowledge from the spectral theory of linear, self-adjoint operators in Hilbert spaces. Particular stress is on equations of the hyperbolic type since considerably less often treated in the literature. Also, evolution equations from fundamental physics need to be compatible with the theory of special relativity and therefore are of hyperbolic type. Throughout, detailed applications are given to hyperbolic partial differential equations occurring in problems of current theoretical physics, in particular to Hermitian hyperbolic systems. This volume is thus also of interest to readers from theoretical physics.

Quasi-Stationary Distributions

Автор: Collet
Название: Quasi-Stationary Distributions
ISBN: 3642331300 ISBN-13(EAN): 9783642331305
Издательство: Springer
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Цена: 9922 р.
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Описание: This book explores the main concepts of quasi-stationary distributions (QSDs) for killed processes. The authors offer numerous examples, and provide a basis for applications in mathematical ecology, statistical physics, computer sciences and economics.

Extinction and Quasi-Stationarity in the Stochastic Logistic SIS Model

Автор: N?sell
Название: Extinction and Quasi-Stationarity in the Stochastic Logistic SIS Model
ISBN: 3642205291 ISBN-13(EAN): 9783642205293
Издательство: Springer
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Цена: 4697 р.
Наличие на складе: Невозможна поставка.

Описание: This volume presents explicit approximations of the quasi-stationary distribution and of the expected time to extinction from the state one and from quasi-stationarity for the stochastic logistic SIS model. The approximations are derived separately in three different parameter regions, and then combined into a uniform approximation across all three regions. Subsequently, the results are used to derive thresholds as functions of the population size N.

Quasi-Likelihood and Its Application

Автор: Heyde
Название: Quasi-Likelihood and Its Application
ISBN: 0387982256 ISBN-13(EAN): 9780387982250
Издательство: Springer
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Цена: 14629 р.
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Описание: Quasi-likelihood is a generally applicable estimating function based methodology for optimally estimating model parameters in systems subject to random effects. This book gives an account of the essential features of quasi-likelihood methodology, and stresses its value as a general purpose inferential tool.


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