£84.59

CRC Press Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear

Price data last checked 9 day(s) ago - will refresh soon

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

About as cheap as it gets. The only time it was cheaper was 2 months ago.

£85 today · all-time low £84 (May 2026) · usually £85

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 82 days · 82 data points (no recent data)

Historical
Generating forecast…
£86.91 £84.13 £84.73 £85.34 £85.95 £86.56 £87.16 25 April 2026 15 May 2026 04 June 2026 24 June 2026 15 July 2026

Price Distribution

Price distribution over 82 days • 2 price levels

Days at Price
Current Price
57 days · current 25 days 0 14 29 43 57 £84 £87 Days at Price

Price Analysis

Most common price: £84 (57 days, 69.5%)

Price range: £84 - £87

Price levels: 2 different prices over 82 days

Description

Developed from the author’s course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear and nonlinear problems in biology, finance, geophysics, mechanics, chemistry, and other application areas. The text also thoroughly develops the problem of numerical integration and computation of expectation by the Monte-Carlo method. The book begins with a history of Monte-Carlo methods and an overview of three typical Monte-Carlo problems: numerical integration and computation of expectation, simulation of complex distributions, and stochastic optimization. The remainder of the text is organized in three parts of progressive difficulty. The first part presents basic tools for stochastic simulation and analysis of algorithm convergence. The second part describes Monte-Carlo methods for the simulation of stochastic differential equations. The final part discusses the simulation of non-linear dynamics.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
27 June 2016
Listed Since
17 January 2016

Barcode

No barcode data available

Similar Products You Might Like

Stochastic Simulation and Monte Carlo Methods: Mathematical Foundations of Stochastic Simulation: 68 (Stochastic Modelling and Applied Probability, 68)
98% match

Stochastic Simulation and Monte Carlo Methods: Mathematical Foundations of Stochastic Simulation: 68 (Stochastic Modelling and Applied Probability, 68)

Springer

£39.76 08 Jul 2026
Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2018, Rennes, France, July 1–6: 324 (Springer Proceedings in Mathematics & Statistics, 324)
97% match

Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2018, Rennes, France, July 1–6: 324 (Springer Proceedings in Mathematics & Statistics, 324)

Springer

£105.94 09 Jul 2026
Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2022, Linz, Austria, July 17–22: 460 (Springer Proceedings in Mathematics & Statistics, 460)
97% match

Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2022, Linz, Austria, July 17–22: 460 (Springer Proceedings in Mathematics & Statistics, 460)

Springer

£152.76 23 Jun 2026
Essentials of Monte Carlo Simulation: Statistical Methods for Building Simulation Models
97% match

Essentials of Monte Carlo Simulation: Statistical Methods for Building Simulation Models

Springer

£149.00 09 Jul 2026
Monte Carlo Methods
97% match

Monte Carlo Methods

Springer

£87.89 08 Jul 2026
Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2020, Oxford, United Kingdom, August 10–14: 387 (Springer Proceedings in Mathematics & Statistics, 387)
97% match

Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2020, Oxford, United Kingdom, August 10–14: 387 (Springer Proceedings in Mathematics & Statistics, 387)

Springer

£141.58 23 Jun 2026
Springer Monte Carlo and Quasi-Monte Carlo Methods 2012 Book
97% match

Springer Monte Carlo and Quasi-Monte Carlo Methods 2012 Book

Springer

£105.71 07 Jul 2026
Handbook of Monte Carlo Methods (Wiley Series in Probability and Statistics)
97% match

Handbook of Monte Carlo Methods (Wiley Series in Probability and Statistics)

Wiley

£108.00 03 Jul 2026
Stochastic Numerics for Mathematical Physics (Scientific Computation)
97% match

Stochastic Numerics for Mathematical Physics (Scientific Computation)

Springer

£149.99 13 Jul 2026
Simulation and Monte Carlo: With Applications in Finance and MCMC (Wiley Series in Probability and Statistics)
97% match

Simulation and Monte Carlo: With Applications in Finance and MCMC (Wiley Series in Probability and Statistics)

Wiley

£97.19 26 Jun 2026
Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)
97% match

Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)

Springer

£49.99 08 Jul 2026
Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)
97% match

Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)

Springer

£44.99 01 Jul 2026
Stochastic Numerics for Mathematical Physics: Enlarged and revised 2nd edition (Scientific Computation)
96% match

Stochastic Numerics for Mathematical Physics: Enlarged and revised 2nd edition (Scientific Computation)

Springer

£106.00 27 Jun 2026
Markov chain monte carlo simulations and their statistical analysis: with web-based fortran code
96% match

Markov chain monte carlo simulations and their statistical analysis: with web-based fortran code

World Scientific Publishing Company

£68.01 18 Jun 2026
Exploring Monte Carlo Methods
96% match

Exploring Monte Carlo Methods

Elsevier

£88.00 09 Jul 2026
Fast Sequential Monte Carlo Methods for Counting and Optimization (Wiley Series in Probability and Statistics)
96% match

Fast Sequential Monte Carlo Methods for Counting and Optimization (Wiley Series in Probability and Statistics)

Wiley

£102.00 26 Jun 2026
Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)
96% match

Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)

Springer

£39.07 20 Jun 2026
Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)
96% match

Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)

Springer

£50.69 20 Jun 2026
Monte-Carlo Simulation: An Introduction for Engineers and Scientists
96% match

Monte-Carlo Simulation: An Introduction for Engineers and Scientists

CRC Press

£83.45 04 Jul 2026
Monte-Carlo Simulation: An Introduction for Engineers and Scientists
96% match

Monte-Carlo Simulation: An Introduction for Engineers and Scientists

CRC Press

£47.32 02 Jul 2026
Monte Carlo and Quasi-Monte Carlo Methods 2006
96% match

Monte Carlo and Quasi-Monte Carlo Methods 2006

Springer

£138.86 24 Jun 2026
Stochastic Simulation and Applications in Finance with MATLAB Programs (The Wiley Finance Series)
96% match

Stochastic Simulation and Applications in Finance with MATLAB Programs (The Wiley Finance Series)

Wiley

£59.37 11 Jul 2026
Monte Carlo Methods and Models in Finance and Insurance (Chapman and Hall/CRC Financial Mathematics Series)
96% match

Monte Carlo Methods and Models in Finance and Insurance (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£46.70 02 Jul 2026
Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2016, Stanford, CA, August 14-19: 241 (Springer Proceedings in Mathematics & Statistics, 241)
96% match

Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2016, Stanford, CA, August 14-19: 241 (Springer Proceedings in Mathematics & Statistics, 241)

Springer

£77.59 13 Jul 2026