Stochastic calculus and differential equations for physics and finance
Auteur :
McCauley, Joseph L.
Éditeur :
Cambridge University Press
ISBN :
9780521763400
Date de publication :
21 févr. 2013
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
550 g
Format :
book
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Stochastic calculus provides a powerful description of a specific class of stochastic processes in physics and finance. However, many econophysicists struggle to understand it. This book presents the subject simply and systematically, giving graduate students and practitioners a better understanding and enabling them to apply the methods in practice.