{"product_id":"numerical-solution-of-sde-through-computer-experiments-9783540570745","title":"Numerical Solution of Sde Through Computer Experiments","description":"\u003cp\u003e • Author(s): Peter Eris Kloeden\u003cbr\u003e • Publisher: Springer\u003cbr\u003e • Publisher Imprint: Springer\u003cbr\u003e • BISAC: Probability \u0026amp; Statistics - General\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eFrom the Back Cover\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003eThis is a computer experimental introduction to the numerical solution of stochastic differential equations. A downloadable software software containing programs for over 100 problems is provided at one of the following homepages: \u003c\/p\u003e \u003cp\u003ehttp: \/\/www.math.uni-frankfurt.de\/numerik\/kloeden\/\u003c\/p\u003e \u003cp\u003ehttp: \/\/www.business.uts.edu.au\/finance\/staff\/eckard.html\u003c\/p\u003e \u003cp\u003ehttp: \/\/www.math.siu.edu\/schurz\/SOFTWARE\/\u003c\/p\u003e \u003cp\u003eto enable the reader to develop an intuitive understanding of the issues involved. Applications include stochastic dynamical systems, filtering, parametric estimation and finance modeling.\u003c\/p\u003e \u003cp\u003eThe book is intended for readers without specialist stochastic background who want to apply such numerical methods to stochastic differential equations that arise in their own field. It can also be used as an introductory textbook for upper-level undergraduate or graduate students in engineering, physics and economics.\u003c\/p\u003e","brand":"Springer","offers":[{"title":"Paperback","offer_id":45276823552151,"sku":"9783540570745","price":4298.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9783540570745.webp?v=1769286748","url":"https:\/\/atlanticbooks.com\/products\/numerical-solution-of-sde-through-computer-experiments-9783540570745","provider":"Atlantic Books","version":"1.0","type":"link"}