Tell your friends about this item:
Numerical Methods for Stochastic Processes - Wiley Series in Probability and Statistics Bouleau, Nicolas (Ecole Nationale des Ponts et Chaussees)
Numerical Methods for Stochastic Processes - Wiley Series in Probability and Statistics
Bouleau, Nicolas (Ecole Nationale des Ponts et Chaussees)
This study deals with the calculations of mathematical expectations, primarily by simulation methods. The authors explore the present state of research and signal the types of problems raised by new methods. Topics discussed include Monte Carlo methods and the simulation of stochastic processes.
384 pages
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | January 14, 1994 |
| ISBN13 | 9780471546412 |
| Publishers | John Wiley & Sons Inc |
| Pages | 384 |
| Dimensions | 161 × 242 × 27 mm · 739 g |