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Synopsis
The first part gives a little insight into a special part of the number theory, namely, Quasi-Monte Carlo method and in the course of this introduces fundamental knowledge about discrepancy of point sequences. An illustrative proof of a famous result concerning the lower bound of the star discrepancy of sequences in [0,1) is presented. Furthermore an improvement of this bound is presented and analysed. In the second part focus on the valuation af an interest rate swap. The required theory and one special approach to carry out the valuation is presented. During this, the method of Monte Carlo simulation is used.
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Présentation de l'éditeur
The first part gives a little insight into a special part of the number theory, namely, Quasi-Monte Carlo method and in the course of this introduces fundamental knowledge about discrepancy of point sequences. An illustrative proof of a famous result concerning the lower bound of the star discrepancy of sequences in [0,1) is presented. Furthermore an improvement of this bound is presented and analysed. In the second part focus on the valuation af an interest rate swap. The required theory and one special approach to carry out the valuation is presented. During this, the method of Monte Carlo simulation is used.
Biographie de l'auteur
After graduation of comercial academy and starting working life the decision to study Industrial Mathematics at JKU Linz does not appear likely. Nevertheless it was the right decision for Sabine Schwandegger as she graduted with an evaluation of excellent.
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Quasi-Monte Carlo Methods and Monte Carlo Methods
Edité par
AV Akademikerverlag, 2014
ISBN 10 : 3639493850
ISBN 13 : 9783639493856
Neuf
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Vendeur : moluna, Greven, Allemagne
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Schwandegger SabineAfter graduation of comercial academy and starting working life the decision to study Industrial Mathematics at JKU Linz does not appear likely. Nevertheless it was the right decision for Sabine Schwandegger as she. N° de réf. du vendeur 4992252
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Quasi-Monte Carlo Methods and Monte Carlo Methods : in the Valuation of Swaps
impression à la demandeVendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The first part gives a little insight into a special part of the number theory, namely, Quasi-Monte Carlo method and in the course of this introduces fundamental knowledge about discrepancy of point sequences. An illustrative proof of a famous result concerning the lower bound of the star discrepancy of sequences in [0,1) is presented. Furthermore an improvement of this bound is presented and analysed. In the second part focus on the valuation af an interest rate swap. The required theory and one special approach to carry out the valuation is presented. During this, the method of Monte Carlo simulation is used. N° de réf. du vendeur 9783639493856
Quantité disponible : 1 disponible(s)
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Quasi-Monte Carlo Methods and Monte Carlo Methods
Edité par
AV Akademikerverlag Jun 2014, 2014
ISBN 10 : 3639493850
ISBN 13 : 9783639493856
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The first part gives a little insight into a special part of the number theory, namely, Quasi-Monte Carlo method and in the course of this introduces fundamental knowledge about discrepancy of point sequences. An illustrative proof of a famous result concerning the lower bound of the star discrepancy of sequences in [0,1) is presented. Furthermore an improvement of this bound is presented and analysed. In the second part focus on the valuation af an interest rate swap. The required theory and one special approach to carry out the valuation is presented. During this, the method of Monte Carlo simulation is used. 64 pp. Englisch. N° de réf. du vendeur 9783639493856
Quantité disponible : 2 disponible(s)
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Quasi-Monte Carlo Methods and Monte Carlo Methods
Edité par
AV Akademikerverlag Jun 2014, 2014
ISBN 10 : 3639493850
ISBN 13 : 9783639493856
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware -The first part gives a little insight into a special part of the number theory, namely, Quasi-Monte Carlo method and in the course of this introduces fundamental knowledge about discrepancy of point sequences. An illustrative proof of a famous result concerning the lower bound of the star discrepancy of sequences in [0,1) is presented. Furthermore an improvement of this bound is presented and analysed. In the second part focus on the valuation af an interest rate swap. The required theory and one special approach to carry out the valuation is presented. During this, the method of Monte Carlo simulation is used.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 64 pp. Englisch. N° de réf. du vendeur 9783639493856
Quantité disponible : 2 disponible(s)
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Quasi-Monte Carlo Methods and Monte Carlo Methods
Edité par
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
ISBN 10 : 3639493850
ISBN 13 : 9783639493856
Neuf
Couverture souple
Vendeur : Books Puddle, New York, NY, Etats-Unis
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Etat : New. pp. 64. N° de réf. du vendeur 26128185484
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Quasi-Monte Carlo Methods and Monte Carlo Methods
Edité par
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
ISBN 10 : 3639493850
ISBN 13 : 9783639493856
Neuf
Couverture souple
Vendeur : Majestic Books, Hounslow, Royaume-Uni
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Etat : New. Print on Demand pp. 64 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam. N° de réf. du vendeur 131353427
Quantité disponible : 4 disponible(s)
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Quasi-Monte Carlo Methods and Monte Carlo Methods
Edité par
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
ISBN 10 : 3639493850
ISBN 13 : 9783639493856
Neuf
Couverture souple
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. PRINT ON DEMAND pp. 64. N° de réf. du vendeur 18128185478
Quantité disponible : 4 disponible(s)