Automatic Nonuniform Random Variate Generation - Statistics and Computing - Wolfgang Hoermann - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642073724 - October 10, 2011
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Wolfgang Hoermann
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

Media Books     Paperback Book   (Book with soft cover and glued back)
Released October 10, 2011
ISBN13 9783642073724
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 441
Dimensions 155 × 235 × 23 mm   ·   598 g
Language German  

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