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Ditemukan 3 dokumen yang sesuai dengan query
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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
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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
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Cooper, Leon, author
Oxford: Pergamon Press, 1981
519.703 COO i
Buku Teks  Universitas Indonesia Library