Numerical Methods: 273 (Wiley Series in Probability and Statistics) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. .

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Bibliographic Details

Title: Numerical Methods: 273 (Wiley Series in Probability and Statistics)
Publisher: John Wiley & Sons 17 D
Publication Date: 1994
Language: English
ISBN 10: 0471546410
ISBN 13: 9780471546412
Binding: Hardcover
Condition: Very Good

About this title

Synopsis

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.

About the Author

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 L�pingle is the author of Numerical Methods for Stochastic Processes, published by Wiley.

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