免費 Quasi-Monte Carlo Methods - Applications in Finance and Actuarial Science

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Quasi-Monte Carlo Methods - Applications in Finance and Actuarial Science.pdf (7.44 MB)

2014-10-2 12:27:19 上传

Quasi-Monte Carlo Methods - Applications in Finance and Actuarial Science
by Ken Seng Tan
A PhD thesis of the University of Waterloo in 1998

This thesis explores the application of quasi-Monte Carlo methods in fiannce and actuarial science.  A common application of this method is the evaluation of multi-diemsional inegrals.   Selected deterministic sequences rather than random sequences is used.  

Contents

1. Overview
2.  Monte Carlo and Quasi-Monte Carlo Methods
3.  Low Discrepancy Sequences
4.  Randomization Techniques
5.  Smoothing Discontinuiities
6.  Lattice Points Methods
7.  Efficient Techniques ofr Simulating Through Trees
8.  Summary and Future Research

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：Applications Application Monte Carlo Quasi-Monte Actuarial University methods common

多谢楼主

这本书很牛逼！！！！！！！！大家顶起来！！！没错！！！
这本书很牛逼！！！！！！！！大家顶起来！！！没错！！！

非常感谢啊，楼主好人

martinnyj 发表于 2014-10-2 12:27
Quasi-Monte Carlo Methods - Applications in Finance and Actuarial Science
by Ken Seng Tan
A Ph ...

谢谢分享！顶起！

martinnyj 发表于 2014-10-2 12:27
Quasi-Monte Carlo Methods - Applications in Finance and Actuarial Science
by Ken Seng Tan
A Ph ...

thanks for sharing

thanks for your sharing

thanks for sharing !!!

thanks ...