Monte Carlo and Quasi-Monte Carlo 2024: McQmc 2024, Waterloo, Canada, August 18-23
暫譯: 蒙地卡羅與準蒙地卡羅 2024：McQmc 2024， 加拿大滑鐵盧， 2024年8月18日至23日

LeMieux, Christiane, Feng, Ben

Monte Carlo and Quasi-Monte Carlo 2024: McQmc 2024, Waterloo, Canada, August 18-23
  • 出版商: Springer
  • 出版日期: 2026-05-12
  • 售價: $11,580
  • 貴賓價: 9.5 折 $11,001
  • 語言: 英文
  • 頁數: 467
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 3032105897
  • ISBN-13: 9783032105899
  • 相關分類: 數值分析 Numerical-analysis

    • 海外代購書籍(需單獨結帳)

相關主題

商品描述

This volume presents the refereed proceedings of the 16th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held in Waterloo, Ontario, Canada, and organized by the University of Waterloo in August 2024. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics, and computer graphics.

商品描述(中文翻譯)

本卷呈現了第十六屆國際蒙地卡羅與準蒙地卡羅方法在科學計算中的會議經過，該會議於2024年8月在加拿大安大略省的滑鐵盧市舉行，由滑鐵盧大學主辦。這些雙年會議是蒙地卡羅和準蒙地卡羅研究者的重要盛會。會議論文集包括基於邀請講座的文章以及精心挑選的投稿論文，涵蓋蒙地卡羅和準蒙地卡羅方法的各個方面及其應用。本書提供了這些活躍領域最新發展的信息，是對於有興趣解決高維計算問題的理論家和實踐者的極佳參考資源，特別是在金融、統計和計算機圖形學等領域。

作者簡介

Christiane Lemieux is a professor in the Department of Statistics and Actuarial Science at the University of Waterloo. She obtained a PhD in Computer Science from the Université de Montréal in 2000. Her research interests include quasi-Monte Carlo constructions and applications, and dependence concepts in sampling.


Mingbin (Ben) Feng is an Associate Professor and Director of the Master of Actuarial Science Program at the University of Waterloo. He is an Associate of the Society of Actuaries (ASA) and Certified Analytics Professional (CAP-X). He holds a PhD in Industrial Engineering and Management Sciences from Northwestern University. His research focuses on quantitative risk management, financial engineering, Monte Carlo simulation, and nonlinear optimization, with particular interest in efficient simulation algorithms for risk measurement and AI applications in actuarial science.

作者簡介(中文翻譯)

Christiane Lemieux 是滑鐵盧大學統計與精算科學系的教授。她於2000年在蒙特利爾大學獲得計算機科學博士學位。她的研究興趣包括準蒙地卡羅建構及應用，以及抽樣中的依賴概念。

Mingbin (Ben) Feng 是滑鐵盧大學精算科學碩士課程的副教授及主任。他是美國精算學會(ASA)的會員及認證分析專業人員(CAP-X)。他擁有西北大學工業工程與管理科學的博士學位。他的研究專注於定量風險管理、金融工程、蒙地卡羅模擬及非線性優化，特別關注於風險測量的高效模擬演算法及在精算科學中的人工智慧應用。

類似商品

最後瀏覽商品 (1)