Numerical Methods for Stochastic Processes

Name: Numerical Methods for Stochastic Processes
Brand: Wiley
SKU: ByrdShop_0471546410
Price: 179.17 USD
Availability: InStock

hardcover – January 14, 1994

by Bouleau, Nicolas

$179.17 USD

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ISBN-13: 9780471546412 ISBN-10: 0471546410

Publisher

Wiley

Binding

hardcover

Published

January 14, 1994

Weight

1.6 lbs

Dimensions

24.20×2.70×16.00 cm

About this book

Numerical Methods for Stochastic Processes by Bouleau, Nicolas. hardcover edition. ISBN: 9780471546412.

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.