Gebundenes Buch

Monte Carlo and Quasi-Monte Carlo 2024

MCQMC 2024, Waterloo, Canada, August 18-23

Herausgeber: Lemieux, Christiane; Feng, Ben

Beschreibung

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.

Autor

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.

Produktdetails

• Springer Proceedings in Mathematics & Statistics Nr.522
• Verlag: Springer International Publishing AG / Springer-Verlag GmbH
• Artikelnr. des Verlages: 89267232
• Erscheinungstermin: 16. Januar 2026
• Englisch
• Abmessung: 235mm x 155mm
• ISBN-13: 9783032105899
• ISBN-10: 3032105897
• Artikelnr.: 75555819