Kontakt
Wie einkaufen
Versand
Kaufberater
Automatic Nonuniform Random Variate Generation
Englisch
277 b
30 Tage für die Rückgabe der Ware
Kunden kauften auch
Broschur
33.19
€
/
Broschur
19.99
€
Non-uniform random variate generation is an established research area in the intersection of mathematics, statistics and computer science. Although random variategeneration with popular standard distributions have become part of every course on discrete event simulation and on Monte Carlo methods, the recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in literature. This new concept has great practical advantages that are little known to most simulation practitioners. Being unique in its overall organization the book covers not only the mathematical and statistical theory, but also deals with the implementation of such methods. All algorithms introduced in the book are designed for practical use in simulation and have been coded and made available by the authors. Examples of possible applications of the presented algorithms (including option pricing, VaR and Bayesian statistics) are presented at the end of the book.
Informationen zum Buch
Englisch
Verschenken Sie dieses Buch noch heute
Es ist ganz einfach
1 Legen Sie das Buch in Ihren Warenkorb und wählen Sie den Versand als Geschenk 2 Wir schicken Ihnen umgehend einen Gutschein 3 Das Buch wird an die Adresse des beschenkten Empfängers geliefertDas könnte Sie auch interessieren
/
Broschur
59.19
€
Hallo! Ich bin Libroamiko, dein Buchberater.
Wie kann ich dir helfen?