Stochastic Calculus and Differential Equations for Physics and Finance.

Stochastic Calculus and Differential Equations for Physics and Finance.

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Bibliographic Details
Author / Creator:McCauley, Joseph L.
Imprint:Cambridge : Cambridge University Press, 2013.
Description:1 online resource (220 pages)
Language:English
Subject:
Stochastic processes.
Differential equations.
Statistical physics.
Finance -- Mathematical models.
Differential equations.
Finance -- Mathematical models.
Statistical physics.
Stochastic processes.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11832146
Hidden Bibliographic Details
ISBN:9781107334571
1107334578
0521763401
9780521763400
9781107326477
1107326478
9781107336230
1107336236
9781299257429
1299257429
9781139019460
1139019465
9781107332911
1107332915
9780521763400
Notes:10.9 Martingales generally seen.
Includes bibliographical references and index.
Print version record.
Summary:Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.
Other form:Print version: McCauley, Joseph L. Stochastic Calculus and Differential Equations for Physics and Finance. Cambridge : Cambridge University Press, ©2013 9780521763400

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