Numerical Probability An Introduction with Applications to Finance /
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 simulation, and more recent development...
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| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Cham :
Springer International Publishing,
2018.
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| Ausgabe: | 1st ed. 2018. |
| Schriftenreihe: | Universitext,
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| Schlagworte: | |
| ISBN: | 9783319902760 |
| ISSN: | 0172-5939 |
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