Bernard Lapeyre Livres

Le but de ce livre est de donner une introduction aux méthodes de Monte-Carlo orientée vers la résolution des équations aux dérivées partielles. Après des rappels sur les techniques de simulation, de réduction de variance et de suites à discrepance faible, les auteurs traitent en détail le cas des équations de transport, de l'équation de Boltzmann et des équations paraboliques de diffusion. Dans chaque cas ils introduisent les processus aléatoires associées et discutent les techniques d'implémentation.

Bernard Lee and Michael Cowan reflect on the importance and influence of small Christian communities in the Church today--how they sustain their own members in faith and carry their mission to the larger society.

For fans of Hyperbole and a Half and Adulthood is a Myth, this hilarious, relatable, and earnest cartoon collection explores everything from misunderstandings as a South Korean immigrant to pop culture, dating, life on the internet, and having it all as a modern 20-something woman.

Focusing on probabilistic techniques essential for understanding key financial models, this updated edition enhances its predecessor's clarity with new exercises. It includes comprehensive coverage of stochastic volatility models and option pricing, making it a valuable resource for both students and professionals in finance.

Focused on Monte-Carlo methods, this text serves graduate students across various fields, including mathematics and finance, who seek to apply these techniques to resolve complex equations like partial differential and transport equations. It features practical examples, especially in mathematical finance, while also addressing the limitations of the methods. The book provides a thorough exploration of specific techniques utilized in real-world applications, making it a valuable resource for those looking to deepen their understanding of these numerical methods.