Hakutulokset: Kirjoja kirjailijalta Denis Talay
yhteensä 9 hakutulosta
Stochastic Simulation and Monte Carlo Methods
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to …
Probabilistic Models for Nonlinear Partial Differential Equations
The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the …
Modeling the Term Structure of Interest Rates
Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge …
Stochastic Simulation and Monte Carlo Methods
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners' aim to …
Stochastic Simulation and Monte Carlo Methods
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to …
Monte Carlo and Quasi-Monte Carlo Methods 2004
Monte Carlo and Quasi-Monte Carlo Methods 2004
This volume represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scienti?c Computing which was held in …
Understanding Numerical Analysis for Option Pricing
An introduction to mathematical concepts useful in understanding the algorithms used in finance, especially in option pricing and portfolio management. Concepts are introduced in …
Probabilistic Models for Nonlinear Partial Differential Equations
The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the …