Wolfgang Hoermann
Automatic Nonuniform Random Variate Generation - Statistics and Computing Wolfgang Hoermann Softcover reprint of the original 1st ed. 2004 edition

Name: Automatic Nonuniform Random Variate Generation - Statistics and Computing
Price: 98.49 EUR
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Author: Wolfgang Hoermann

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2004 edition

(2003) € 113,49

Automatic Nonuniform Random Variate Generation - Statistics and Computing

Wolfgang Hoermann

Softcover reprint of the original 1st ed. 2004 edition

The recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in the literature. Examples of possible applications of the presented algorithms (including option pricing, VaR and Bayesian statistics) are presented at the end of the book.

451 pages, 89 black & white illustrations, biography

Medien	Bücher Taschenbuch (Buch mit Softcover und geklebtem Rücken)
Erscheinungsdatum	10. Oktober 2011
ISBN13	9783642073724
Verlag	Springer-Verlag Berlin and Heidelberg Gm
Seitenanzahl	441
Maße	155 × 235 × 23 mm · 598 g
Sprache	Deutsch