Stochastic Simulation and Monte Carlo Methods

Carl Graham, Denis Talay

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2013

85,95 €On orderDelivery: 2-3 weeks

The book combines advanced mathematical tools, theoretical analysis of stochastic numerical methods, and practical issues at a high level, so as to provide optimal results on the accuracy of Monte Carlo simulations of stochastic processes.

ISBN-13
9783642393624
ISBN-10
3642393624
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Year
2013
Publication date
2013-07-29
Pages
260
Dimensions
243x160x20
Weight
564