Lapeyre, Bernard
Libros de: Lapeyre, Bernard
Mostrando 3 libros encontrados. (1 páginas).
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Introduction To Monte-Carlo Methods For Transport And Diffusion Equations
Craig, A. Lapeyre, Bernard Pardoux, Etienne
Oxford University Press (2003)
- EAN: 9780198525936
- Páginas: 163
- Fecha de edición: 2003
pvp.53,90 €
Sin Stock. Posibilidad entre 11 y 20 dias
Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mathematics, physics, engineering, economics, finance and the biosciences who are interested ...
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Introduction To Monte-Carlo.
Lapeyre, Bernard Pardoux, Etienne Sentis, R.
Oxford University Press (2003)
- EAN: 9780198535935
- Páginas: 170
- Fecha de edición: 2003
pvp.54,00 €
Sin Stock. Posibilidad entre 11 y 20 dias
This text is aimed at graduate students in mathematics, physics, engineering, economics, finance, and the biosciences that are interested in using Monte-Carlo methods for the resolution of real-life scenarios.
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Understanding Numerical Analysis for Option Pricing.
Lapeyre, Bernard
Cambridge University Press (2003)
- EAN: 9780521621144
- Páginas: 300
- Fecha de edición: 2003
pvp.63,11 €
Sin Stock. Posibilidad entre 11 y 20 dias
A description of the mathematical concepts needed to understand the most important algorithms currently used in finance, especially Monte Carlo, finite-difference, and parameter estimation. A basic understanding of probability theory, option pricing and stochastic processes ...