Pagès, Gilles
Libros de: Pagès, Gilles
Mostrando 1 libros encontrados. (1 páginas).
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Numerical Probability "An Introduction with Applications to Finance"
Pagès, Gilles
Springer (2018)
- EAN: 9783319902746
- Páginas: 579
- Fecha de edición: 2018
pvp.56,95 €
Disponible entre 11 y 20 dias
This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance.
Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo ...