Автор: Glasserman Название: Monte Carlo Methods in Financial Engineering ISBN: 0387004513 ISBN-13(EAN): 9780387004518 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not."
Автор: Vassiliev Название: Monte Carlo Methods for Radiation Transport ISBN: 331944140X ISBN-13(EAN): 9783319441405 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is a guide to the use of Monte Carlo techniques in radiation transport. This topic is of great interest for medical physicists. Praised as a 'gold standard' for accurate radiotherapy dose calculations, Monte Carlo has stimulated a high level of research activity that has produced thousands of papers within the past few years. The book is designed primarily to address the needs of an academically inclined medical physicist who wishes to learn the technique, as well as experienced users of standard Monte Carlo codes who wish to gain insight into the underlying mathematics of Monte Carlo algorithms. The book focuses on the fundamentals—giving full attention to and explaining the very basic concepts. It also includes advanced topics and covers recent advances such as transport of charged particles in magnetic fields and the grid-based solvers of the Boltzmann equation.
Автор: J. Hammersley Название: Monte Carlo Methods ISBN: 9400958218 ISBN-13(EAN): 9789400958210 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This monograph surveys the present state of Monte Carlo methods. For the sake of completeness, we cast a very brief glance in Chapter 4 at the direct simulation used in industrial and operational research, where the very simplest Monte Carlo techniques are usually sufficient.
Описание: "This book is concerned with a probabilistic approach for image analysis, mostly from the Bayesian point of view, and the important Markov chain Monte Carlo methods commonly used....This book will be useful, especially to researchers with a strong background in probability and an interest in image analysis.
Автор: Rubinstein Reuven Y Название: Fast Sequential Monte Carlo Methods for Counting and Optimiz ISBN: 1118612264 ISBN-13(EAN): 9781118612262 Издательство: Wiley Рейтинг: Цена: 16307.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents the first comprehensive account of fast sequential Monte Carlo (SMC) methods for counting and optimization at an exceptionally accessible level. Written by authorities in the field, it places great emphasis on cross-entropy, minimum cross-entropy, splitting, and stochastic enumeration.
Автор: Glasserman, Paul Название: Monte carlo methods in financial engineering ISBN: 1441918221 ISBN-13(EAN): 9781441918222 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not."
Автор: Ronald W. Shonkwiler; Franklin Mendivil Название: Explorations in Monte Carlo Methods ISBN: 1489983791 ISBN-13(EAN): 9781489983794 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Monte Carlo methods are among the most used and useful computational tools available, providing efficient and practical algorithms to solve a wide range of scientific and engineering problems. This book provides a hands-on approach to learning this subject.
Автор: Kroese Название: Handbook for Monte Carlo Methods ISBN: 0470177934 ISBN-13(EAN): 9780470177938 Издательство: Wiley Рейтинг: Цена: 22802.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today s numerical problems found in engineering and finance are solved through Monte Carlo methods.
Автор: Pierre L` Ecuyer; Art B. Owen Название: Monte Carlo and Quasi-Monte Carlo Methods 2008 ISBN: 364204106X ISBN-13(EAN): 9783642041068 Издательство: Springer Рейтинг: Цена: 29209.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume represents the refereed proceedings of the Eighth International C- ference on Monte Carlo and Quasi-Monte Carlo Methods in Scienti c Computing, which was held at the University of Montr al, from 6-11 July, 2008. It contains a limited selection of articles based on presentations made at the conference. The program was arranged with the help of an international committee consisting of: Ronald Cools, Katholieke Universiteit Leuven Luc Devroye, McGill University Henri Faure, CNRS Marseille Paul Glasserman, Columbia University Peter W. Glynn, Stanford University Stefan Heinrich, University of Kaiserslautern Fred J. Hickernell, Illinois Institute of Technology Aneta Karaivanova, Bulgarian Academy of Science Alexander Keller, mental images GmbH, Berlin Adam Kolkiewicz, University of Waterloo Frances Y. Kuo, University of New South Wales Christian L cot, Universit de Savoie, Chamb ry Pierre L'Ecuyer, Universit de Montr al (Chair and organizer) Jun Liu, Harvard University Peter Math , Weierstrass Institute Berlin Makoto Matsumoto, Hiroshima University Thomas M ller-Gronbach, Otto von Guericke Universit t Harald Niederreiter, National University of Singapore Art B. Owen, Stanford University Gilles Pag s, Universit Pierre et Marie Curie (Paris 6) Klaus Ritter, TU Darmstadt Karl Sabelfeld, Weierstrass Institute Berlin Wolfgang Ch. Schmid, University of Salzburg Ian H. Sloan, University of New South Wales Jerome Spanier, University of California, Irvine Bruno Tuf n, IRISA-INRIA, Rennes Henryk Wozniak owski, Columbia University. v vi Preface The local arrangements (program production, publicity, web site, registration, social events, etc.
Автор: Fuente, Angel de la. Название: Mathematical methods and models for economists ISBN: 0521585295 ISBN-13(EAN): 9780521585293 Издательство: Cambridge Academ Рейтинг: Цена: 8554.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is intended as a textbook for a first-year PhD course in mathematics for economists and as a reference for graduate students in economics. It provides a self-contained, rigorous treatment of most of the concepts and techniques required to follow the standard first-year theory sequence in micro and macroeconomics.
Название: Stochastic Simulation and Monte Carlo Methods ISBN: 3642393624 ISBN-13(EAN): 9783642393624 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book combines advanced mathematical tools, theoretical analysis of stochastic numerical methods, and practical issues at a high level, so as to provide optimal results on the accuracy of Monte Carlo simulations of stochastic processes.
Автор: Cools Название: Monte Carlo and Quasi-Monte Carlo Methods ISBN: 3319335057 ISBN-13(EAN): 9783319335056 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
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