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An introduction to the numerical simulation of stochastic differential equations / Desmond J. Higham, University of Edinburgh, Edinburgh, United Kingdom, Peter E. Kloeden, University of Tübingen, Tübingen, Germany.
Material type:
TextSeries: Other titles in applied mathematics ; 169Publisher: Philadelphia : Society for Industrial and Applied Mathematics, 2021Description: xv, 277 pages : illustrations ; 27 cmContent type: - text
- unmediated
- volume
- 9781611976427
- QA274.23.H54 2021
| Item type | Current library | Call number | Copy number | Status | Barcode | |
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KWUST-Main Library General Stacks | QA274.23.H54 2021 (Browse shelf(Opens below)) | C.1 | Available | 2023-0804 | |
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Books
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KWUST-Main Library General Stacks | QA274.23.H54 2021 (Browse shelf(Opens below)) | C.2 | Available | 2023-0805 |
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| QA274.2. A74 2022 A first course in stochastic calculus / | QA274.2.M38 2021 Probability and stochastic calculus quant interview questions/ | QA274.2.M38 2021 Probability and stochastic calculus quant interview questions/ | QA274.23.H54 2021 An introduction to the numerical simulation of stochastic differential equations / | QA274.23.H54 2021 An introduction to the numerical simulation of stochastic differential equations / | QA 274.4 .R87 2023 Stochastic processes and financial Mathematics Mathematics study resources 1 | QA 274.4 .R87 2023 Stochastic processes and financial Mathematics Mathematics study resources 1 |
Includes bibliographical references (pages 259-271) and index.
"This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"-- Provided by publisher.
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