Quasi-Monte Carlo methods in finance - PDFSEARCH.IO - Document Search Engine

Quasi-Monte Carlo methods in finance
Results: 7

#	Item
1	Monday, Morning MCM2001 Schedule 08::45 Registration Add to Reading List Source URL: mcm2001.sbg.ac.at Language: English - Date: 2001-09-18 03:48:36 Probability and statistics Monte Carlo integration Quantum Monte Carlo Importance sampling Low-discrepancy sequence Variance reduction Stochastic Quasi-Monte Carlo methods in finance Monte Carlo methods for electron transport Monte Carlo methods Mathematics Randomness
2	ADVANCED TUTORIAL Monte Carlo and Quasi-Monte Carlo Methods in Finance Jeremy Staum Department of Industrial Engineering and Management Sciences Northwestern University Add to Reading List Source URL: www.crm.math.ca Language: English - Date: 2008-03-03 11:45:20 Mathematical finance Actuarial science Monte Carlo methods in finance Stochastic processes Statistical randomness Monte Carlo method Quasi-Monte Carlo methods in finance Simulation Stochastic differential equation Statistics Mathematical sciences Probability and statistics
3	Asia Pacific Mathematics Newsletter 1 Approximating Integrals in Add to Reading List Source URL: www.asiapacific-mathnews.com Language: English - Date: 2013-08-15 05:14:59 Numerical analysis Quasi-Monte Carlo method Weight Numerical integration Product rule Vector space Quasi-Monte Carlo methods in finance Algebra Mathematics Abstract algebra
4	Monte Carlo Methods in Particle Physics Bryan Webber University of Cambridge IMPRS, MunichNovember 2007 Add to Reading List Source URL: www.hep.phy.cam.ac.uk Language: English - Date: 2007-11-11 13:20:43 Probability and statistics Applied mathematics Numerical analysis Event generator Importance sampling Hadronization Quasi-Monte Carlo method Monte Carlo methods in finance Monte Carlo methods Physics Computational physics
5	Quasi-Monte Carlo Feature Maps for Shift-Invariant Kernels Jiyan Yang1 ICME, Stanford University, Stanford, CAJIYAN @ STANFORD . EDU Add to Reading List Source URL: jmlr.org Language: English - Date: 2014-02-16 19:30:21 Numerical analysis Diophantine approximation Monte Carlo methods Low-discrepancy sequence Quasi-Monte Carlo method Halton sequence Quasi-Monte Carlo methods in finance Normal distribution Reproducing kernel Hilbert space Mathematical analysis Mathematics Randomness
6	Quasi-Monte Carlo Feature Maps for Shift-Invariant Kernels Jiyan Yang1 ICME, Stanford University, Stanford, CAJIYAN @ STANFORD . EDU Add to Reading List Source URL: www.stat.berkeley.edu Language: English - Date: 2014-06-23 23:57:09 Numerical analysis Diophantine approximation Monte Carlo methods Low-discrepancy sequence Quasi-Monte Carlo method Halton sequence Quasi-Monte Carlo methods in finance Normal distribution Reproducing kernel Hilbert space Mathematical analysis Mathematics Randomness
7	MCQMC2014 – April 6 – 11, 2014 – KU Leuven, Belgium Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing The MCQMC Conference is a biennial meeting devoted to the Add to Reading List Source URL: mcqmc2014.cs.kuleuven.be Language: English - Date: 2013-07-30 04:16:28 Randomness Numerical analysis Quasi-Monte Carlo method Markov chain Monte Carlo Pseudorandomness Quasi-Monte Carlo methods in finance Monte Carlo methods Probability and statistics Applied mathematics