Menu
Rendelés állapotának ellenőrzése
Kapcsolat
Könyv Numerical Probability Gilles Pag?s

Numerical Probability

An Introduction with Applications to Finance

Szerző: Gilles Pag?s
Nyelv: Angol
Kötés: Puha kötésű
Kiadó: Springer International Publishing AG
Elérhetőség: Kiadói készleten rendelésre
Küldés 17-27 napon belül
24 292 Ft
This textbook provides a self-contained introduction to numerical methods in probability with a focu...

Információk a könyvről

Szerző
Gilles Pag?s
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2018
oldal
579
EAN
9783319902746
ISBN
3319902741
Enbook ID
19191383
Kiadó
Springer International Publishing AG
Súly
906
Méretek
168 x 232 x 32

Teljes leírás

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 developments such as the multilevel paradigm), stochastic optimization and approximation, discretization schemes of stochastic differential equations, as well as optimal quantization methods. The author further presents detailed applications to numerical aspects of pricing and hedging of financial derivatives, risk measures (such as value-at-risk and conditional value-at-risk), implicitation of parameters, and calibration. Aimed at graduate students and advanced undergraduate students, this book contains useful examples and over 150 exercises, making it suitable for self-study.

Érdekelheti

15 Journeys

Jasia Reichardt
5 930 Ft

BX-HEALTHY MILESTONES BXSET

MATTKE ANGELA C
7 615 Ft

I'm Not a Mourning Person

Kris Carr
4 717 Ft

I Asked the Blue Heron

LISBETH COIMAN
6 407 Ft

Olly's Big Book of Wordsearch Puzzles: Volume 1

MR Oliver Chapman
2 912 Ft

Letters to Scattered Christians

Don Stormer
13 342 Ft

Wiccan Minister's Manual, A Guide for Priests and Priestesses

Kevin M Gardner
8 768 Ft

Six Sigma in the Pharmaceutical Industry

John S. McConnell
74 966 Ft

Baum Plan for Financial Independence

John Kessel
5 870 Ft

Nidderdale & Ripon

Paul Hannon
3 031 Ft

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták

Etude Sur Les Ganglions Nerveux Peripheriques

POLAILLON-J-F-B
6 279 Ft

Der Text und seine Verknüpfungen

Hermann Argelander
27 686 Ft

Silvesterkonzert 2017 aus Berlin

Joyce/Rattle DiDonato
6 729 Ft

Matwala Sa Mann Hoon... Main

Lalit Kapoor 'lalit'
8 433 Ft

Velká kniha opeřené havěti

Yuval Zommer
3 569 Ft

Carmina; Ad Fidem Optimorum Codicum Recensuit Integram Scripturae Diversitatem Subiecit Volume 2

Pindar
8 070 Ft

La Femme sous l'horizon

Yann Queffélec
9 599 Ft

Freakshow

Wreaders Verlag
4 891 Ft

storia dell'Atlante Mnemosyne di Aby Warburg

Giulia Zanon
13 168 Ft