Numerical Methods for Stochastic Processes, 1st Edition by Nicolas Bouleau, Hardcover, 9780471546412 | Buy online at The Nile
Numerical Methods for Stochastic Processes, 1st Edition, 9780471546412
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. Simu…

Numerical Methods for Stochastic Processes, 1st Edition

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$597.01

  • Hardcover

    384 pages

  • Release Date

    16 December 1993

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Summary

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.

Book Details

ISBN-13:9780471546412
ISBN-10:0471546410
Author:Nicolas Bouleau, Dominique Lépingle
Publisher:John Wiley & Sons Inc
Imprint:Wiley-Interscience
Format:Hardcover
Number of Pages:384
Edition:1st
Release Date:16 December 1993
Weight:683g
Dimensions:242mm x 161mm x 27mm
Series:Wiley Series in Probability and Statistics
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About The Author

Nicolas Bouleau

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.

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