Automatic Nonuniform Random Variate Generation - Statistics and Computing - Wolfgang Hoermann - Knjige - Springer-Verlag Berlin and Heidelberg Gm - 9783642073724 - 10. oktobra 2011
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Automatic Nonuniform Random Variate Generation - Statistics and Computing Softcover reprint of the original 1st ed. 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     Paperback Book   (Knjiga z mehkimi platnicami in lepljenim hrbtom)
Izdano 10. oktobra 2011
ISBN13 9783642073724
Založniki Springer-Verlag Berlin and Heidelberg Gm
Strani 441
Dimenzije 155 × 235 × 23 mm   ·   598 g
Jezik Nemščina  

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