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Automatic Nonuniform Random Variate Generation Statistics And Computing 1st Edition Wolfgang Hrmann

  • SKU: BELL-1961600
Automatic Nonuniform Random Variate Generation Statistics And Computing 1st Edition Wolfgang Hrmann
$ 31.00 $ 45.00 (-31%)

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Automatic Nonuniform Random Variate Generation Statistics And Computing 1st Edition Wolfgang Hrmann instant download after payment.

Publisher: Springer
File Extension: PDF
File size: 39.2 MB
Pages: 442
Author: Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger
ISBN: 9783540406525, 3540406522
Language: English
Year: 2004
Edition: 1

Product desciption

Automatic Nonuniform Random Variate Generation Statistics And Computing 1st Edition Wolfgang Hrmann by Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger 9783540406525, 3540406522 instant download after payment.

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.

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