Contacto
Como comprar
Entrega
Guia de compras
Automatic Nonuniform Random Variate Generation
Inglês
240 b
Política de devolução de 30 dias
Os clientes também compraram
Capa mole
27.51
€
/
Capa mole
16.48
€
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.
Sobre o livro
Inglês
Ofereça este livro hoje
É fácil
1 Adicione ao carrinho e escolha Entregar como presente ao finalizar a compra 2 Receberá um vale 3 O livro chegará ao endereço do destinatárioTambém pode estar interessado em
/
Capa mole
52.40
€
/
Livro de capa dura
106.23
€
/
Capa mole
7.07
€
