Automatic Nonuniform Random Variate Generation (2004) (Statistics and Computing)
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- Synopsis
- The recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in the literature. 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.
- Copyright:
- 2004
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783662059463
- Related ISBNs:
- 9783540406525
- Publisher:
- Springer Berlin Heidelberg
- Date of Addition:
- 06/21/22
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Computers and Internet, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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