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About this product
- DescriptionThe 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.
- Author(s)Gerhard Derflinger,Josef Leydold,Wolfgang Hormann
- PublisherSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Date of Publication23/10/2003
- GenreScience & Mathematics: Textbooks & Study Guides
- Series TitleStatistics and Computing
- Place of PublicationBerlin
- Country of PublicationGermany
- ImprintSpringer-Verlag Berlin and Heidelberg GmbH & Co. K
- Content Note89 Illustrations, black and white; X, 441 p. 89 illus.
- Weight813 g
- Width155 mm
- Height235 mm
- Edition Statement2004 ed.
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