Lapeyre, Bernard

Libros de: Lapeyre, Bernard

Mostrando 3 libros encontrados. (1 páginas).


  • Introduction To Monte-Carlo Methods For Transport And Diffusion Equations

    Craig, A. Lapeyre, Bernard Pardoux, Etienne

    Oxford University Press (2003)

    valoración

    • 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 ...

  • Introduction To Monte-Carlo.

    Lapeyre, Bernard Pardoux, Etienne Sentis, R.

    Oxford University Press (2003)

    valoración

    • 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.

  • Understanding Numerical Analysis for Option Pricing.

    Lapeyre, Bernard

    Cambridge University Press (2003)

    valoración

    • 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 ...