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 our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

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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

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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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