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Numerical Solution of SDE Through Computer Experiments

Name: Numerical Solution of SDE Through Computer Experiments
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 04333628
Price: 27144 HUF
Availability: InStock
Author: Peter Eris Kloeden
ISBN: 9783540570745

Peter Eris Kloeden

Eckhard Platen

Henri Schurz

Language

English

Book Paperback

Libristo code: 04333628

Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, December 2002

§This is a computer experimental introduction to the numerical solution of stochastic differential e... Full description

Libristo code: 04333628

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§This is a computer experimental introduction to the numerical solution of stochastic differential equations. A floppy disk containing Turbo Pascal programs for over 100 problems is provided to enable the reader to develop an intuitive understanding of the issues involved.