Titlebook: Numerical Probability; An Introduction with Gilles Pagès Textbook 2018 Springer Nature Switzerland AG 2018 Monte Carlo method.variance redu

minuscule

書(shū)目名稱Numerical Probability影響因子(影響力)




書(shū)目名稱Numerical Probability影響因子(影響力)學(xué)科排名




書(shū)目名稱Numerical Probability網(wǎng)絡(luò)公開(kāi)度




書(shū)目名稱Numerical Probability網(wǎng)絡(luò)公開(kāi)度學(xué)科排名




書(shū)目名稱Numerical Probability被引頻次




書(shū)目名稱Numerical Probability被引頻次學(xué)科排名




書(shū)目名稱Numerical Probability年度引用




書(shū)目名稱Numerical Probability年度引用學(xué)科排名




書(shū)目名稱Numerical Probability讀者反饋




書(shū)目名稱Numerical Probability讀者反饋學(xué)科排名

Aids209

0172-5939 at graduate students and advanced undergraduate students, this book contains useful examples and over 150 exercises, making it suitable for self-study..978-3-319-90274-6978-3-319-90276-0Series ISSN 0172-5939 Series E-ISSN 2191-6675

Lime石灰

漂白

,Optimal Quantization Methods?I: Cubatures,onte Carlo simulation at least up to 5 dimensions. A first approach to the computation of (quadratic) optimal quantizers of a given distribution is developed. Quantization is also investigated in Chap. . from an algorithmic view point and . as a numerical method to price Bermuda and American options.

不規(guī)則

set598

Halfhearted

Stochastic Approximation with Applications to Finance, which allows to minimize the asymptotic variance of such procedures, is also analyzed. Various applications to finance are developed: computation of implicit parameters (volatility, correlation, etc), calibration and the computation of Value-at-Risk and conditional value-at-risk (expected shortfall).

災(zāi)難

The Diffusion Bridge Method: Application to Path-Dependent Options (II),Several first order weak error are stated with precise references. Applications to several families of path-dependent European options (Asian, lookback, barrier) are given, including some variance reduction methods for barrier options.

討人喜歡

Textbook 2018s, risk measures (such as value-at-risk and conditional value-at-risk), implicitation of parameters, and calibration...Aimed at graduate students and advanced undergraduate students, this book contains useful examples and over 150 exercises, making it suitable for self-study..

ACME