| 000 | 01174nam a22001817a 4500 | ||
|---|---|---|---|
| 999 |
_c21388 _d21388 |
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| 005 | 20220608141855.0 | ||
| 008 | 220608b ||||| |||| 00| 0 eng d | ||
| 020 | _a9783319902746 (pbk) | ||
| 040 | _cUE-CL | ||
| 082 |
_a519.2 _bP147 |
||
| 100 | _aPages, Gilles | ||
| 245 |
_aNumerical probability : an introduction with applications to finance _c/ Giles Pages |
||
| 260 |
_aSwitzerland : _bSpringer International Publication, _c2018 |
||
| 300 | _a579 p. | ||
| 650 | _aMathematics--Probabilities--Finance--Mathematical models--Statistics--Distribution (Probability theory) | ||
| 942 | _cBK | ||
| 505 | 0 | _a1. 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 1 : 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/Bermudan options 12. Miscellany | |