Automatic Nonuniform Random Variate Generation - Statistics and Computing - Wolfgang Hoermann - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540406525 - October 23, 2003
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Wolfgang Hoermann
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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released October 23, 2003
ISBN13 9783540406525
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 441
Dimensions 155 × 235 × 25 mm   ·   811 g
Language French  

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