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Mastering Numerical Solutions of Stochastic Differential Equations with Jumps
$18.68
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- A systematic and comprehensive treatment of numerical solution techniques for stochastic differential equations (SDEs).
- Covers a wide range of numerical methods, including explicit and implicit Runge-Kutta methods, multistep methods, and Monte Carlo methods.
- Provides a detailed analysis of the stability and convergence properties of each method.
- Includes numerous examples and exercises to illustrate the application of numerical methods to SDEs.
- Suitable for graduate students and researchers in applied mathematics, engineering, and finance.
- Assumes a basic knowledge of probability theory and stochastic processes.
- Provides a comprehensive bibliography for further reading.
- Written in a clear and concise style.
Condition: New original from publisher
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