Numerical Methods for Stochastic Processes
Language: English
Published by John Wiley and Sons Ltd, 1994
- Hardcover
- New
Seller: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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Condition: New
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Add to basketItem description from seller
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 the simulation of stochastic processes. Series: Wiley Series in Probability and Statistics. Num Pages: 384 pages, black & white illustrations. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 239 x 167 x 28. Weight in Grams: 710. . 1993. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
Seller Inventory # V9780471546412
- Title
- Numerical Methods for Stochastic Processes
- Author
- Nicolas Bouleau
- Publisher
- John Wiley and Sons Ltd
- Publication year
- 1994
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0471546410
- ISBN 13
- 9780471546412
"Synopsis" may belong to another edition of this title.
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 Lépingle is the author of Numerical Methods for Stochastic Processes, published by Wiley.
"About the title" may belong to another edition of this title.
Kennys Bookstore
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