Recent Developments in Stochastic Numerics and Computational Finance

124 Seiten, Hardcover

Kurzbeschreibung des Verlags

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.

• Reihe: ICIAM2023 Springer Series
• Themen: Mathematik und Naturwissenschaften Mathematik Mathematische Analysis, allgemein Numerische Mathematik
• ISBN: 9789819506514
• Sprache: Englisch
• Erscheinungsdatum: 03.01.2026
• Größe: 23.5 x 15.5 cm
• Verlag: Springer Singapore
• Herausgegeben von: Jiro Akahori, Syoiti Ninomiya, Toshihiro Yamada