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Ditemukan 3 dokumen yang sesuai dengan query
Klebaner, Fima C., author
This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and...
Singapore: Imperial College Press , 2005
519.2 KLE i
Buku Teks  Universitas Indonesia Library
Kroese, Dirk P., author
The purpose of this handbook is to provide an accessible and comprehensive compendium of Monte Carlo techniques and related topics. It contains a mix of theory (summarized), algorithms (pseudo and actual), and applications. Since the audience is broad, the theory is kept to a minimum, this without sacrificing rigor. The...
New Jersey: Wiley , 2011
518.282 KRO h
Buku Teks  Universitas Indonesia Library
Cooper, Leon, author
Oxford: Pergamon Press, 1981
519.703 COO i
Buku Teks  Universitas Indonesia Library