Numerical probability : an introduction with applications to finance /: an introduction with applications to finance. (2018)

• Record Type: Book
• Further Information: Note: Gilles Pagès.
• Other Names: Pagès, Gilles
• Contents: 1 Simulation of random variables -- 2 The Monte Carlo method and applications to option pricing -- 3 Variance reduction -- 4 The Quasi-Monte Carlo method -- 5 Optimal Quantization methods I: cubatures -- 6 Stochastic approximation with applications to finance -- 7 Discretization scheme(s) of a Brownian diffusion -- 8 The diffusion bridge method: application to path-dependent options (II) -- 9 Biased Monte Carlo simulation, Multilevel paradigm -- 10 Back to sensitivity computation -- 11 Optimal stopping, Multi-asset American/Bermuda Options -- 12 Miscellany.
• Publisher Details: Cham : Springer
• Publication Date: 2018
• Extent: 1 online resource
• Subjects: 519.2; Mathematics; Probabilities; Probabilities; Mathematics -- Applied; Business & Economics -- Statistics; Finance & accounting; Probability & statistics; Distribution (Probability theory); Finance; Statistics; Mathematics -- Probability & Statistics -- General; Electronic books
• Languages: English
• ISBNs: 9783319902760; 3319902768
• Related ISBNs: 9783319902746; 3319902741
• Notes: Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.