Introduction to Monte-Carlo Methods for Transport and Diffusion Equations by Bernard Lapeyre
Look inside with Google Book Preview
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
By Bernard Lapeyre

Introduction to Monte-Carlo Methods for Transport and Diffusion Equations

By (author) See other recent books by Bernard Lapeyre See other recent books by Etienne Pardoux See other recent books by Remi Sentis
Format: Hardback

Normal Price: $206.95
Your Price: $186.26 AUD, inc. GST
Shipping: $7.95 per order
You Save: $20.69! (10% off normal price)
Plus...earn $9.31 in Boomerang Bucks
Availability: Available Available to Backorder, No Due Date for Supply



Introduction to Monte-Carlo Methods for Transport and Diffusion Equations by Bernard Lapeyre

Book Description

Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mathematics, physics, engineering, economics, finance, and the biosciences that are interested in using Monte-Carlo methods for the resolution of partial differential equations, transport equations, the Boltzmann equation and the parabolic equations of diffusion. It includes applied examples, particularly in mathematical finance, along with discussion of the limits of the methods and description of specific techniques used in practice for each example. This is the sixth volume in the Oxford Texts in Applied and Engineering Mathematics series, which includes texts based on taught courses that explain the mathematical or computational techniques required for the resolution of fundamental applied problems, from the undergraduate through to the graduate level. Other books in the series include: Jordan & Smith: Nonlinear Ordinary Differential Equations: An introduction to Dynamical Systems; Sobey: Introduction to Interactive Boundary Layer Theory; Scott: Nonlinear Science: Emergence and Dynamics of Coherent Structures; Tayler: Mathematical Models in Applied Mechanics; Ram-Mohan: Finite Element and Boundary Element Applications in Quantum Mechanics; Elishakoff and Ren: Finite Element Methods for Structures with Large Stochastic Variations.

Buy Introduction to Monte-Carlo Methods for Transport and Diffusion Equations book by Bernard Lapeyre from Australia's Online Bookstore, Boomerang Books.


Book Details

ISBN: 9780198525929
ISBN-10: 0198525923
Format: Hardback
(242mm x 163mm x 14mm)
Pages: 174
Imprint: Clarendon Press
Publisher: Oxford University Press
Publish Date: 1-Jan-2003
Country of Publication: United Kingdom

Other Editions...


Books By Author Bernard Lapeyre

Introduction to Stochastic Calculus Applied to Finance by Bernard Lapeyre Introduction to Stochastic Calculus Applied to Finance, Hardback (November 2007)

Suitable for students of mathematical finance, or a quick introduction to researchers and finance practitioners. This book covers the stochastic calculus theory required, as well as many key finance topics, including a chapter dedicated to credit risk modeling.

Introduction to Monte-Carlo Methods for Transport and Diffusion Equations by Bernard Lapeyre Introduction to Monte-Carlo Methods for Transport and Diffusion Equations, Paperback (July 2003)

This text is aimed at graduate students in mathematics, physics, engineering, economics, finance, and the biosciences that are interested in using Monte-Carlo methods for the resolution of real-life scenarios.

» View all books by Bernard Lapeyre

Reviews

» Have you read this book? We'd like to know what you think about it - write a review about Introduction to Monte-Carlo Methods for Transport and Diffusion Equations book by Bernard Lapeyre and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)

Write a book review


Boomerang Bucks close

For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.

Recent books by Bernard Lapeyre close
Introduction to Stochastic Calculus Applied to Finance by Bernard Lapeyre
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations by Bernard Lapeyre
»
Recent books by Etienne Pardoux close
Probabilistic Models of Population Evolution by Etienne Pardoux
Markov Processes and Applications by Etienne Pardoux
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations by Etienne Pardoux
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations by Etienne Pardoux
»
Recent books by Remi Sentis close
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations by Remi Sentis
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations by Remi Sentis
»
BoomerangBooks.com.au close