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Stochastic Calculus and Differential Equations for Physics and Finance McCauley, Joseph L. (University of Houston)
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Stochastic Calculus and Differential Equations for Physics and Finance
McCauley, Joseph L. (University of Houston)
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.
220 pages, 4 b/w illus.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | February 21, 2013 |
| ISBN13 | 9780521763400 |
| Publishers | Cambridge University Press |
| Pages | 220 |
| Dimensions | 178 × 254 × 15 mm · 589 g |
| Language | English |
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