Numerical Solution of SDE Through Computer Experiments : Universitext - Peter Eris Kloeden

Numerical Solution of SDE Through Computer Experiments

By: Peter Eris Kloeden, Eckhard Platen, Henri Schurz

Paperback | 12 December 2002 | Edition Number 2

At a Glance

Paperback


$117.74

or 4 interest-free payments of $29.43 with

 or 

Aims to ship in 7 to 10 business days

When will this arrive by?
Enter delivery postcode to estimate

The 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 in their own fields. Furthermore, it creates an intuitive understanding of the necessary theoretical background from stochastic and numeric analysis. The book is related to the more theoretical monograph P.E. Kloeden and E. Platen, Numerical Solution of Stochastic Differential Equations, 1992, but can be independently used. It provides solutions to over 100 exercises used in this monograph to illustrate the theory. Corresponding Turbo Pascal programs are given on a floppy disk; furthermore commentaries on the programs and their use are carefully worked out in the book.

More in Probability & Statistics

Discovering Statistics Using IBM SPSS Statistics : (Paperback plus Ebook) 5ed - Andy Field
The Maths Book : Big Ideas Simply Explained - DK

RRP $42.99

$36.50

15%
OFF
On the Edge : The Art of Risking Everything - Nate Silver

RRP $36.99

$33.25

10%
OFF
Statistics for The Behavioral Sciences : 10th Edition - Frederick J. Gravetter
The Art of Statistics : Learning from Data - David Spiegelhalter
Statistics Using Stata : 3rd Edition - An Integrative Approach - Daphna  Harel
Statistics Without Tears : An Introduction For Non-Mathematicians - Derek Rowntree
Sampling : 3rd Edition - Design and Analysis - Sharon L. Lohr

RRP $145.00

$120.25

17%
OFF
Business Research Methods : 14th edition - Pamela S. Schindler

RRP $159.95

$142.35

11%
OFF
Introduction to Medical Statistics : 4th edition - Martin Bland

RRP $70.95

$62.35

12%
OFF
Multivariate Data Analysis : 8th Edition - Joseph F. Hair

RRP $169.95

$137.95

19%
OFF
Psychology Statistics For Dummies : For Dummies - Donncha Hanna

RRP $39.95

$35.25

12%
OFF
Introductory Econometrics for Finance : 4th edition - Chris  Brooks

RRP $101.95

$84.35

17%
OFF
Statistics in a Nutshell : In a Nutshell - Sarah Boslaugh

RRP $104.50

$46.90

55%
OFF
ISE Business Statistics and Analytics in Practice : 9th Edition - Bruce L. Bowerman