Numerical Methods for Stochastic Processes (Hardcover)

Nicolas Bouleau

ISBN 10: 0471546410 / ISBN 13: 9780471546412

Published by John Wiley & Sons Inc, New York, 1994

About this Item

Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Seller Inventory # 9780471546412

Bibliographic Details

• Title: Numerical Methods for Stochastic Processes (Hardcover)
• Publisher: John Wiley & Sons Inc, New York
• Publication Date: 1994
• Language: English
• ISBN 10: 0471546410
• ISBN 13: 9780471546412
• Binding: Hardcover
• Edition: 1st Edition
• Condition: new

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 Lépingle is the author of Numerical Methods for Stochastic Processes, published by Wiley.