MCQMC 2002 is sponsored by:

NUS Centre for Financial Engineering Department of Mathematics, NUS DBS Bank Lee Foundation


Monte Carlo methods and their deterministic variant, quasi-Monte Carlo methods, are used to solve a variety of complex problems.  Research in Monte Carlo and quasi-Monte Carlo methods spans across many disciplines and focuses on a number of topics, including, but not limited to, the following:

generation of random numbers * low discrepancy sequences
space-filling experimental designs * integration * integral equations
approximation * simulation * optimization * variance reduction
computational complexity * implementation in parallel architectures
Markov chain Monte Carlo * statistical inference * financial risk management
valuation of financial derivatives * statistical physics * particle transport
design of computer experiments * image rendering

This conference provides a joint forum for specialists in the theory and application of Monte Carlo and quasi-Monte Carlo methods to present their results and exchange views.  MCQMC 2002 is the fifth in a series of international meetings.  The previous conferences were held in Las Vegas (1994), Salzburg (1996), Claremont, California (1998) and Hong Kong (2000)