Image from Google Jackets

Numerical probability : an introduction with applications to finance / Gilles Pagès.

By: Material type: TextSeries: Publisher: Cham, Switzerland : Springer, 2018Description: xxi, 579 pages : illustrations ; 24 cmContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
Subject(s): Genre/Form: DDC classification:
  • 519.2 22 PAG
Contents:
1 Simulation of random variables -- 2 The Monte Carlo method and applications to option pricing -- 3 Variance reduction -- 4 The Quasi-Monte Carlo method -- 5 Optimal Quantization methods I: cubatures -- 6 Stochastic approximation with applications to finance -- 7 Discretization scheme(s) of a Brownian diffusion -- 8 The diffusion bridge method: application to path-dependent options (II) -- 9 Biased Monte Carlo simulation, Multilevel paradigm -- 10 Back to sensitivity computation -- 11 Optimal stopping, Multi-asset American/Bermuda Options -- 12 Miscellany.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Book - Borrowing Central Library First floor Alahram 519.2 PAG (Browse shelf(Opens below)) 281 Available 000056179
Total holds: 0

1 Simulation of random variables -- 2 The Monte Carlo method and applications to option pricing -- 3 Variance reduction -- 4 The Quasi-Monte Carlo method -- 5 Optimal Quantization methods I: cubatures -- 6 Stochastic approximation with applications to finance -- 7 Discretization scheme(s) of a Brownian diffusion -- 8 The diffusion bridge method: application to path-dependent options (II) -- 9 Biased Monte Carlo simulation, Multilevel paradigm -- 10 Back to sensitivity computation -- 11 Optimal stopping, Multi-asset American/Bermuda Options -- 12 Miscellany.

There are no comments on this title.

to post a comment.
Previous
Back to results
Next
Close

© BUE Library 2020