Monte Carlo and Quasi-Monte Carlo Methods 2004
Niederreiter, Harald; Talay, Denis (Eds.)
2006, IX, 514 p., 73 illus., Softcover
ISBN: 978-3-540-25541-3
About this book
This book represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and of the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. These conferences were held jointly at Juan-les-Pins (France) in June 2004. The proceedings include carefully selected papers on many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial differential equations. The reader will be informed about current research in these very active areas.
Written for:
Researchers, graduate students
Keywords:
Monte Carlo methods
Quasi-Monte Carlo methods
mathematical finance
partial differential equations
simulation methods