Numerical Probability An Introduction with Applications to Finance /
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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| Format: | Electronic eBook |
| Language: | English |
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Cham :
Springer International Publishing : Imprint: Springer,
2018.
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| Edition: | 1st ed. 2018. |
| Series: | Universitext,
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| Online Access: | Full Text via HEAL-Link |
