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Numerical Methods for Stochastic Processes by Nicolas Bouleau 9780471546412
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Numerical Methods for Stochastic Processes by Nicolas Bouleau 9780471546412

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Description

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.

About the Author

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 Lepingle is the author of Numerical Methods for Stochastic Processes, published by Wiley.




Book Information
ISBN 9780471546412
Author Nicolas Bouleau
Format Hardback
Page Count 384
Imprint Wiley-Interscience
Publisher John Wiley & Sons Inc
Weight(grams) 683g
Dimensions(mm) 242mm * 161mm * 27mm

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