Name: Monte Carlo and Quasi-Monte Carlo Methods 2002: Proceedings of a Conference held at the National University of Singapore, Republic of Singapore, November 25-28, 2002
ISBN: 9783540204664

Book information

Authors: Harald Niederreiter verified identity
First published: 2004
Editions known: 2
Publishers: Springer Berlin Heidelberg
Languages: eng
ISBN-13: 9783540204664, 9783642187438
Main topics: Numerical Methods, Quantitative Finance
Also covers: Mathematical Finance, Stochastic Calculus
Related site topics: Stochastic Control & Optimal Stopping

Overview

Monte Carlo and Quasi-Monte Carlo Methods 2002 is a book by Harald Niederreiter, first published in 2004. In this catalogue it is classified mainly under Numerical Methods and Quantitative Finance, with secondary coverage of Mathematical Finance and Stochastic Calculus.

Audience and depth. The rule-based model places its mathematical difficulty at advanced level (7/10); readers are typically expected to know calculus, linear algebra, numerical analysis, probability theory, statistics and stochastic processes.

Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).

How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 91% and difficulty confidence is 95%; the catalogue lists no ratings or awards.

Research assessment

Rule-based and model-derived from metadata (title, subject headings, edition data). These are not reviews or ratings; see the evidence below.

Quant-finance relevance	70/100 confidence 91% Score 70.3/100. Strongest: quant_relevance 0.95, technical_depth 0.71; weakest: practical_applicability 0.10. Evidence: subjects:'mathematical finance', subjects:'quantitative finance'.
Mathematical difficulty	Advanced (7/10) confidence 95%
Prerequisites	calculus, linear algebra, numerical analysis, probability theory, statistics, stochastic processes
Metadata quality	97%

Difficulty evidence (8 signals)

intro_statistics matched in subjects: “statistics for”
mathematical_finance_core matched in subjects: “mathematical finance”
monte_carlo matched in ol_description: “monte carlo”
monte_carlo matched in openalex_topics: “monte carlo”
monte_carlo matched in subjects: “monte carlo”
monte_carlo matched in title: “monte carlo”
numerical_methods matched in ol_description: “scientific computing”
numerical_methods matched in subjects: “numerical analysis”

Research connections

Related papers on this site

Similarity of research area (shared vocabulary, topics and methods). Not citations: the paper does not necessarily cite this book.

Optimal Capital Deployment Under Stochastic Deal Arrivals: A Continuous-Time ADP Approach Topic similarity inferred similarity 0.41
Application of Tensor Neural Networks to Pricing Bermudan Swaptions Topic similarity inferred similarity 0.40
Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks Methodological overlap inferred similarity 0.40
Quasi-Monte Carlo with Domain Transformation for Efficient Fourier Pricing of Multi-Asset Options Methodological overlap inferred similarity 0.39
Fast Monte-Carlo Methodological overlap inferred similarity 0.38
Quantum Monte Carlo algorithm for option pricing and its complexity analysis Methodological overlap inferred similarity 0.36

External resources

Open Library
DOI
Search on Amazon (ISBN-13 9783642187438) (search link; may be an affiliate link)

Relationship graph

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