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Stochastic Simulation And Monte Carlo Methods

Mathematical Foundations Of Stochastic Simulation

by Carl Graham e Denis Talay
language: english
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, July of 2013 ‧
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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.

Stochastic Simulation And Monte Carlo Methods

Mathematical Foundations Of Stochastic Simulation

by Carl Graham e Denis Talay

Property Description
ISBN: 9783642393624
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Release Date: July of 2013
Language: English
Dimensions: 160 x 243 x 20 mm
Cover: Hardcover
Pages: 260
Format: Book
Collection: Stochastic Modelling And Applied Probability
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Economics, Finance and Accounting > Finances
EAN: 9783642393624