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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Bibliographic Details

Main Author:	Pagès, Gilles (Author)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer International Publishing, 2018.
Edition:	1st ed. 2018.
Series:	Universitext,
Subjects:	Probabilities. Economics, Mathematical . Statistics .
ISBN:	9783319902760
ISSN:	0172-5939
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