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Sinopsis
Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.
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Joseph L. McCauley is Professor of Physics at the University of Houston. During his career he has contributed to several fields, including statistical physics, superfluids, nonlinear dynamics, cosmology, econophysics, economics and finance theory.
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Stochastic Calculus and Differential Equations for Physics and Finance
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Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
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Hardcover: 17 x 1.5 x 24.4 cm. 220 p. Ungelesenes Buch im sehr guten Zustand. Minimale Lagerspuren. --- Unread book. Very good condition. Minimum traces of storage. 9780521763400 Sprache: Englisch Gewicht in Gramm: 600. Nº de ref. del artículo: 215031
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STOCHASTIC CALCULUS AND DIFFERENTIAL EQUATIONS FOR
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Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
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Stochastic Calculus and Differential Equations for Physics and Finance
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Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
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Stochastic Calculus and Differential Equations for Physics and Finance
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Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
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Stochastic Calculus and Differential Equations for Physics and Finance
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Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
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Stochastic Calculus and Differential Equations for Physics and Finance
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Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
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Stochastic Calculus and Differential Equations for Physics and Finance (Hardcover)
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CAMBRIDGE UNIVERSITY PRESS, Cambridge, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
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Hardcover. Condición: new. Hardcover. 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. The book develops Ito calculus and Fokker-Planck equations as parallel approaches to stochastic processes, using those methods in a unified way. The focus is on nonstationary processes, and statistical ensembles are emphasized in time series analysis. Stochastic calculus is developed using general martingales. Scaling and fat tails are presented via diffusive models. Fractional Brownian motion is thoroughly analyzed and contrasted with Ito processes. The Chapman-Kolmogorov and Fokker-Planck equations are shown in theory and by example to be more general than a Markov process. The book also presents new ideas in financial economics and a critical survey of econometrics. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Nº de ref. del artículo: 9780521763400
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Stochastic Calculus and Differential Equations for Physics and Finance
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Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
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Librería: moluna, Greven, Alemania
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Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 studen. Nº de ref. del artículo: 446946230
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Stochastic Calculus and Differential Equations for Physics and Finance (Hardcover)
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CAMBRIDGE UNIVERSITY PRESS, Cambridge, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
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Librería: CitiRetail, Stevenage, Reino Unido
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Hardcover. Condición: new. Hardcover. 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. The book develops Ito calculus and Fokker-Planck equations as parallel approaches to stochastic processes, using those methods in a unified way. The focus is on nonstationary processes, and statistical ensembles are emphasized in time series analysis. Stochastic calculus is developed using general martingales. Scaling and fat tails are presented via diffusive models. Fractional Brownian motion is thoroughly analyzed and contrasted with Ito processes. The Chapman-Kolmogorov and Fokker-Planck equations are shown in theory and by example to be more general than a Markov process. The book also presents new ideas in financial economics and a critical survey of econometrics. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Nº de ref. del artículo: 9780521763400
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Stochastic Calculus and Differential Equations for Physics and Finance
Publicado por
Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
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Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
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Condición: New. Nº de ref. del artículo: ABLIING23Feb2416190013953
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