Titel: Numerical Solution of SDE Through Computer Experiments (Universitext)
Verlag: Springer (edition 1994. Corr. 3rd)
Ver�ffentlichungsdatum: 1993
Sprache: Englisch
ISBN-10: 3540570748
ISBN-13: 9783540570745
Bindung: Paperback
Ausgabe: 1994. Corr. 3rd.
Zustand: Good

�ber diesen Titel

Inhaltsangabe

This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online.

Von der hinteren Coverseite

This is a computer experimental introduction to the numerical solution of stochastic differential equations. A downloadable software software containing programs for over 100 problems is provided at one of the following homepages:

http://www.math.uni-frankfurt.de/numerik/kloeden/

http://www.business.uts.edu.au/finance/staff/eckard.html

http://www.math.siu.edu/schurz/SOFTWARE/

to enable the reader to develop an intuitive understanding of the issues involved. Applications include stochastic dynamical systems, filtering, parametric estimation and finance modeling.

The book is intended for readers without specialist stochastic background who want to apply such numerical methods to stochastic differential equations that arise in their own field. It can also be used as an introductory textbook for upper-level undergraduate or graduate students in engineering, physics and economics.

��ber diesen Titel� kann sich auf eine andere Ausgabe dieses Titels beziehen.

Anbieterinformationen

BooksRun helps to save money on textbooks. We are committed to providing each customer with the highest standard of customer service. Please pay close attention to the description of the book and its condition you are ordering. If you have any questions or issues, please make sure to contact us first so we could resolve them. All orders are shipped on the same or the next business day. It usually takes 1 to 5 business days to receive your item if you choose expedited shipping. All orders submitted are eligible for a return within 30 days after the delivery. Thanks for shopping with us!

Zur Homepage des Verk�ufers