Numerical Methods for Stochastic Processes

Numerical Methods for Stochastic Processes - Wiley Series in Probability and Statistics

Hardback (07 Feb 1994)

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Publisher's Synopsis

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.

Book information

ISBN: 9780471546412
Publisher: Wiley
Imprint: Wiley-Interscience
Pub date:
DEWEY: 519.2
DEWEY edition: 20
Language: English
Number of pages: 359
Weight: 683g
Height: 242mm
Width: 161mm
Spine width: 27mm