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Stochastic calculus and differential equations for physics and finance

"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 underst...

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Detalles Bibliográficos
Autor principal: McCauley, Joseph L
Lenguaje:eng
Publicado: Cambridge University Press 2013
Materias:
Acceso en línea:http://cds.cern.ch/record/2634639