Numerical Methods for Stochastic Processes
Language: English
Published by John Wiley and Sons Inc, US, 1994
- Hardcover
- New
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Condition: New
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Add to basketItem description from seller
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.
Seller Inventory # LU-9780471546412
- Title
- Numerical Methods for Stochastic Processes
- Author
- Nicolas Bouleau, Dominique Lépingle
- Publisher
- John Wiley and Sons Inc, US
- Publication year
- 1994
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 0471546410
- ISBN 13
- 9780471546412
- Item weight
- 683 grams
"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.
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