Monte Carlo and Quasi-Monte Carlo Methods 1996
Subtitle: Proceedings of a Conference at the University of Salzburg, Austria, July 9-12, 1996 (Lecture Notes in Statistics)
Contributors: Harald Niederreiter (Editor); Peter Hellekalek (Editor); Gerhard Larcher (Editor); Peter Zinterhof (Editor)
Publisher: Springer
Published: November 14, 1997
Language: eng
Number of pages: 448
ISBN-13: 9780387983356
First sentence: The pricing of financial instruments is one of the fastest growing areas of application of Monte Carlo methods.