Items related to Numerical Solution of SDE Through Computer Experiments...
Numerical Solution of SDE Through Computer Experiments (Universitext) - Softcover
Book 134 of 261: Universitext
Synopsis
This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online.
"synopsis" may belong to another edition of this title.
From the Back Cover
This is a computer experimental introduction to the numerical solution of stochastic differential equations. A downloadable software software containing programs for over 100 problems is provided at one of the following homepages:
http://www.math.uni-frankfurt.de/numerik/kloeden/
http://www.business.uts.edu.au/finance/staff/eckard.html
http://www.math.siu.edu/schurz/SOFTWARE/
to enable the reader to develop an intuitive understanding of the issues involved. Applications include stochastic dynamical systems, filtering, parametric estimation and finance modeling.
The book is intended for readers without specialist stochastic background who want to apply such numerical methods to stochastic differential equations that arise in their own field. It can also be used as an introductory textbook for upper-level undergraduate or graduate students in engineering, physics and economics.
"About this title" may belong to another edition of this title.
Search results for Numerical Solution of SDE Through Computer Experiments...
Stock Image
Numerical Solution of Sde Through Computer Experiments
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G3540570748I3N00
Seller Image
Numerical Solution of SDE Through Computer Experiments (Universitext) (Volume 0)
Seller: -OnTimeBooks-, Phoenix, AZ, U.S.A.
Seller rating 5 out of 5 stars
Condition: good. A copy that has been read, remains in good condition. All pages are intact, and the cover is intact. The spine and cover show signs of wear. Pages can include notes and highlighting and show signs of wear, and the copy can include "From the library of" labels or previous owner inscriptions. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships via media mail. Seller Inventory # OTV.3540570748.G
Stock Image
Numerical Solution of Sde Through Computer Experiments
Published by
Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2013
ISBN 10: 3540570748
ISBN 13: 9783540570745
Used
Softcover
Seller: Ammareal, Morangis, France
Seller rating 5 out of 5 stars
Softcover. Condition: Bon. Ancien livre de bibliothèque avec équipements. Edition 2013. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Edition 2013. Ammareal gives back up to 15% of this item's net price to charity organizations. Seller Inventory # H-697-534
Seller Image
Numerical solution of SDE through computer experiments.
Published by
Berlin ; Heidelberg ; Singapore ; Tokyo ; New York ; Barcelona ; Budapest ; Hong Kong ; London ; Milan ; Paris ; Santa Clara : Springer, 2003
ISBN 10: 3540570748
ISBN 13: 9783540570745
Used
Seller: Chiemgauer Internet Antiquariat GbR, Altenmarkt, BAY, Germany
Seller rating 5 out of 5 stars
Condition: Wie neu. CORRECTED third printing. XIV,292 Seiten. FRISCHES, SEHR schönes Exemplar der VERBESSERTEN Auflage. - In EXCELLENT shape. ( We offer a lot of books on PHYSICS and MATHEMATICS on stock in EXCELLENT shape). Aufgrund der von der Europäischen Union erlassenen Handels-Erschwernisse (die neue europäische Verpackungsverordnung mit extremen Gebühren für Händler) kann in folgende Länder KEIN VERSAND erfolgen: Bulgarien, Dänemark, Estland, Finnland, Griechenland, Irland, Kroatien, Lettland, Litauen, Luxemburg, Malta, Polen, Portugal, Rumänien, Schweden, Slowakei, Slowenien, Ungarn, Zypern. Falls Sie eine Rechnungs- und Lieferadresse in DEUTSCHLAND ermöglichen, kann an diese deutsche Adresse OHNE PROBLEME geliefert werden. Sprache: Englisch Gewicht in Gramm: 505. Seller Inventory # 304165
Stock Image
Numerical Solution of SDE Through Computer Experiments
Print on DemandSeller: Chiron Media, Wallingford, United Kingdom
Seller rating 5 out of 5 stars
PF. Condition: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Seller Inventory # 6666-IUK-9783540570745
Buy New
£ 58.20
£ 4.99 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 20 available
Seller Image
Numerical Solution of Sde Through Computer Experiments
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 1754525-n
Stock Image
Numerical Solution of SDE Through Computer Experiments (Universitext)
Seller: WorldofBooks, Goring-By-Sea, WS, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Seller Inventory # GOR010735775
Buy Used
£ 63.24
£ 5.60 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Seller Image
Numerical Solution of Sde Through Computer Experiments
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 1754525
Seller Image
Numerical Solution of SDE Through Computer Experiments
Published by
Springer, Springer Dez 1993, 1993
ISBN 10: 3540570748
ISBN 13: 9783540570745
New
Taschenbuch
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The numerical solution of stochastic differential equations is becoming an in dispensible worktool in a multitude of disciplines, bridging a long-standing gap between the well advanced theory of stochastic differential equations and its application to specific examples. This has been made possible by the much greater accessibility to high-powered computers at low-cost combined with the availability of new, effective higher order numerical schemes for stochastic dif ferential equations. Many hitherto intractable problems can now be tackled successfully and more realistic modelling with stochastic differential equations undertaken. The aim of this book is to provide a computationally oriented introduction to the numerical solution of stochastic differential equations, using computer experiments to develop in the readers an ability to undertake numerical studies of stochastic differential equations that arise in their own disciplines and an understanding, intuitive at least, of the necessary theoretical background. It is related to, but can also be used independently of the monograph P. E. Kloeden and E. Platen, Numerical Solution of Stochastic Differential Equations, Applications of Mathematics Series Vol. 23, Springer-Verlag, Hei delberg, 1992, which is more theoretical, presenting a systematic treatment of time-discretized numerical schemes for stochastic differential equations along with background material on probability and stochastic calculus. To facilitate the parallel use of both books, the presentation of material in this book follows that in the monograph closely. 312 pp. Englisch. Seller Inventory # 9783540570745
Stock Image
Numerical Solution of SDE Through Computer Experiments (Universitext)
Seller: BennettBooksLtd, Los Angeles, CA, U.S.A.
Seller rating 5 out of 5 stars
paperback. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # SL-3540570748