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Monte Carlo Methods in Financial Engineering(Hardback)
Springer-Verlag New York Inc.
Published:
07/08/2003
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and m...
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£69.99 |
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£61.24
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Monte Carlo Methods in Financial Engineering(Paperback)
Springer-Verlag New York Inc.
Published:
19/10/2010
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and m...
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2
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£49.99 |
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£43.74
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Numerical Solution of Stochastic Differential Equations(Paperback)
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
01/12/2010
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, t...
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£109.99 |
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£96.24
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Stochastic Integration and Differential Equations(Paperback)
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
01/12/2010
Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emery's examples of ma...
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Continuous-time Stochastic Control and Optimization with Fin...(Hardback)
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
18/06/2009
This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stoc...
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£59.99 |
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Continuous-time Markov Decision Processes(Hardback)
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
28/09/2009
This volume provides the first book entirely devoted to recent developments on the theory and applications of continuous-time Markov decision processes (MDPs). The MDPs presented here include most o...
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Large Deviations Techniques and Applications(Paperback)
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
01/11/2009
This book provides an introduction to the theory of large deviations and applications. This softcover edition is a corrected printing of the 1998 edition.
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Applied Probability and Queues(Hardback)
Springer-Verlag New York Inc.
Published:
15/05/2003
Includes a survey of mathematical tools and results in applied probability with emphasis on queueing theory. This title is a source of information for both advanced graduate students and researchers...
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