Numerical Methods

Bouleau|Lepingle

ISBN 10: 0471546410 / ISBN 13: 9780471546412

Verlag: John Wiley & Sons, 1993

This study deals with the calculations of mathematical expectations, primarily by simulation methods. The authors explore the present state of research and signal the types of problems raised by new methods. Topics discussed include Monte Carlo methods and . Bestandsnummer des Verkäufers 446917153

Inhaltsangabe:

Gives greater rigor to numerical treatments of stochastic models. Contains Monte Carlo and quasi-Monte Carlo techniques, simulation of major stochastic procedures, deterministic methods adapted to Markovian problems and special problems related to stochastic integral and differential equations. Simulation methods are given throughout the text as well as numerous exercises.

Über die Autorin bzw. den Autor:

Nicolas Bouleau is a mathematician, philosopher of science and essayist, professor at Ecole des Ponts Paris Tech. He was responsible for introducing computer simulation into the teaching of probability and was among the first to develop research in mathematical finance in France. Dominique Lépingle is the author of Numerical Methods for Stochastic Processes, published by Wiley.

Bibliografische Details

Titel: Numerical Methods
Verlag: John Wiley & Sons
Erscheinungsdatum: 1993
Einband: Hardcover
Zustand: New