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Numerical Methods for Stochastic Processes

by Nicolas Bouleau
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Current price ₹22,743.00
Original price ₹25,927.00
Original price ₹25,927.00
Original price ₹25,927.00
(-12%)
₹22,743.00
Current price ₹22,743.00

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Book cover type: Hardcover
  • ISBN13: 9780471546412
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Wiley-Interscience
  • Publisher Imprint: Wiley-Interscience
  • Publication Date:
  • Pages: 384
  • Original Price: GBP 204.95
  • Language: English
  • Edition: N/A
  • Item Weight: 740 grams
  • BISAC Subject(s): Probability & Statistics / General

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.

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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