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Stochastic Simulation and Monte Carlo Methods

- Mathematical Foundations of Stochastic Simulation

Bag om Stochastic Simulation and Monte Carlo Methods

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642438400
  • Indbinding:
  • Paperback
  • Sideantal:
  • 260
  • Udgivet:
  • 14. April 2014
  • Udgave:
  • 12013
  • Vægt:
  • 4277 g.
Leveringstid: 2-3 uger
Forventet levering: 4. Juni 2024

Beskrivelse af Stochastic Simulation and Monte Carlo Methods

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.

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