This book represents the refereed proceedings of the Fifth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the National University of Singapore in the year 2002. An important feature are invited surveys of the state of the art in key areas such as multidimensional numerical integration, low-discrepancy point sets, computational complexity, finance, and other applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings also include carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active area.
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This paper provides some background on the finance field and describes applications of the Monte Carlo and Quasi Monte Carlo approaches to this discipline. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
stochastic weighted particle method, using quasirandom sequences, polynomial integration lattice, truncation dimension, polynomial lattice rules, stable connectedness, weights ryd, strong tractability, good lattice rules, nonlinear pseudorandom number generators, current market state, lattice profile, linear complexity profile, polynomial arithmetic analogue, star discrepancy, stochastic particle methods, abscissa set, background optical properties, global function fields, worst case setting, integrand evaluations, good lattice points, multivariate integration, univariate integration, optimal portfolio weights Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, New York, Lecture Notes, Cambridge University Press, Acta Arith, Hong Kong, Scientific Computing, Cranley Patterson, Springer Verlag, Mathematics of Computation, Corner Peak, Department of Computer Science, Kluwer Academic Publishers, Academic Press, Applied Mathematics, Clarendon Press, Department of Mathematics, Generalized Mersenne Prime, Mathematical Finance, Columbia University, Conference Proceedings, Management Science, Multilevel Coordinate Search, Operations Research, Product Peak New!
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This paper provides some background on the finance field and describes applications of the Monte Carlo and Quasi Monte Carlo approaches to this discipline. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
stochastic weighted particle method, using quasirandom sequences, polynomial integration lattice, truncation dimension, polynomial lattice rules, stable connectedness, weights ryd, strong tractability, good lattice rules, nonlinear pseudorandom number generators, current market state, lattice profile, linear complexity profile, polynomial arithmetic analogue, star discrepancy, stochastic particle methods, abscissa set, background optical properties, global function fields, worst case setting, integrand evaluations, good lattice points, multivariate integration, univariate integration, optimal portfolio weights Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, New York, Lecture Notes, Cambridge University Press, Acta Arith, Hong Kong, Scientific Computing, Cranley Patterson, Springer Verlag, Mathematics of Computation, Corner Peak, Department of Computer Science, Kluwer Academic Publishers, Academic Press, Applied Mathematics, Clarendon Press, Department of Mathematics, Generalized Mersenne Prime, Mathematical Finance, Columbia University, Conference Proceedings, Management Science, Multilevel Coordinate Search, Operations Research, Product Peak New!
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Front Cover | Table of Contents | First Pages | Back Cover | Surprise Me!
Citations (learn more)
This book cites 69
books:
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- Random Number Generation and Quasi-Monte Carlo Methods (CBMS-NSF Regional Conference Series in Applied Mathematics) by Harald Niederreiter on 11 pages
- Random and Quasi-Random Point Sets (Lecture Notes in Statistics) by Peter Hellekalek on 6 pages
- Finite Fields (Encyclopedia of Mathematics and its Applications) by Rudolf Lidl on 6 pages
- The Post Office (In the High St.S.) by Graeme Kent on 4 pages
- Monte Carlo by George Fishman on page 342, page 366, and page 391
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