Automatic Nonuniform Random Variate Generation - Statistics and Computing - Wolfgang Hoermann - Knjige - Springer-Verlag Berlin and Heidelberg Gm - 9783540406525 - 23. oktobra 2003
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Automatic Nonuniform Random Variate Generation - Statistics and Computing 2004 edition

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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

Medij Knjige     Hardcover Book   (Knjiga s trdim hrbtom in platnicami)
Izdano 23. oktobra 2003
ISBN13 9783540406525
Založniki Springer-Verlag Berlin and Heidelberg Gm
Strani 441
Dimenzije 155 × 235 × 25 mm   ·   811 g
Jezik Francoščina  

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