Numerical Probability An Introduction with Applications to Finance

Numerical Probability An Introduction with Applications to Finance / by Gilles Pagès.

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)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
Edition:1st ed. 2018.
Series:Universitext,
Springer eBook Collection.
Subjects:
Probabilities.
Economics, Mathematical .
Statistics .
Electronic resources (E-books)
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