Recent Developments in Stochastic Numerics and Computational Finance
暫譯: 隨機數值與計算金融的最新發展
Akahori, Jiro, Ninomiya, Syoiti, Yamada, Toshihiro
- 出版商: Springer
- 出版日期: 2026-01-03
- 售價: $8,920
- 貴賓價: 9.5 折 $8,474
- 語言: 英文
- 頁數: 124
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 9819506514
- ISBN-13: 9789819506514
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相關分類:
機率統計學 Probability-and-statistics
海外代購書籍(需單獨結帳)
相關主題
商品描述
This book presents a collection of recent advances in stochastic numerical analysis and computational finance. Stochastic numerical methods have played a pivotal role in probability theory, statistics, and applied mathematics, particularly in the rapidly evolving fields of machine learning and data science. They have also achieved significant success in computational finance. The volume highlights cutting-edge developments in numerical techniques for stochastic differential equations and stochastic models in finance. This collection offers valuable insights for researchers and practitioners seeking to deepen their understanding of stochastic modeling and its applications in finance and beyond.
商品描述(中文翻譯)
本書呈現了一系列在隨機數值分析和計算金融領域的最新進展。隨機數值方法在概率論、統計學和應用數學中扮演了關鍵角色,特別是在快速發展的機器學習和數據科學領域。它們在計算金融方面也取得了顯著的成功。本書強調了隨機微分方程和金融中隨機模型的數值技術的前沿發展。這本合集為研究人員和實務工作者提供了寶貴的見解,幫助他們深入理解隨機建模及其在金融及其他領域的應用。
作者簡介
Jiro Akahori is a professor of Graduate School of Mathematical Sciences at Ritsumeikan University. Syoiti Ninomiya is a professor of Department of Mathematics, Institute of Science Tokyo. Toshihiro Yamada is a professor of Graduate School of Economics at Hitotsubashi University.
作者簡介(中文翻譯)
赤堀次郎是立命館大學數學科學研究所的教授。 二宮聖一是東京科學研究所數學系的教授。 山田俊宏是一橋大學經濟學研究所的教授。