Stochastic Calculus and Differential Equations for Physics and Finance.

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Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: McCauley, Joseph L.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge : Cambridge University Press, 2013.
Temas:
Stochastic processes.
Differential equations.
Statistical physics.
Finance > Mathematical models.
Stochastic Processes
Processus stochastiques.
Équations différentielles.
Physique statistique.
Finances > Modèles mathématiques.
BUSINESS & ECONOMICS > Statistics.
MATHEMATICS > Probability & Statistics > General.
Differential equations
Finance > Mathematical models
Statistical physics
Stochastic processes
Acceso en línea:Texto completo
Descripción
Sumario:Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.
Notas:10.9 Martingales generally seen.
Descripción Física:1 online resource (220 pages)
Bibliografía:Includes bibliographical references and index.
ISBN:9781107334571
1107334578
0521763401
9780521763400
9781107326477
1107326478
9781107336230
1107336236
9781299257429
1299257429
9781139019460
1139019465
9781107332911
1107332915

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