Stochastic Calculus and Differential Equations for Physics and Finance

Stochastic Calculus and Differential Equations for Physics and Finance
Author :
Publisher : Cambridge University Press
Total Pages : 219
Release :
ISBN-10 : 9780521763400
ISBN-13 : 0521763401
Rating : 4/5 (401 Downloads)

Book Synopsis Stochastic Calculus and Differential Equations for Physics and Finance by : Joseph L. McCauley

Download or read book Stochastic Calculus and Differential Equations for Physics and Finance written by Joseph L. McCauley and published by Cambridge University Press. This book was released on 2013-02-21 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.


Stochastic Calculus and Differential Equations for Physics and Finance Related Books

Stochastic Calculus and Differential Equations for Physics and Finance
Language: en
Pages: 219
Authors: Joseph L. McCauley
Categories: Business & Economics
Type: BOOK - Published: 2013-02-21 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.
Stochastic Calculus and Differential Equations for Physics and Finance
Language: en
Pages: 219
Authors: Joseph L. McCauley
Categories: Business & Economics
Type: BOOK - Published: 2013-02-21 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Stochastic calculus provides a powerful description of a specific class of stochastic processes in physics and finance. However, many econophysicists struggle t
Introduction to Stochastic Calculus with Applications
Language: en
Pages: 431
Authors: Fima C. Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: Imperial College Press

DOWNLOAD EBOOK

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Elementary Stochastic Calculus with Finance in View
Language: en
Pages: 230
Authors: Thomas Mikosch
Categories: Mathematics
Type: BOOK - Published: 1998 - Publisher: World Scientific

DOWNLOAD EBOOK

Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch
Stochastic Calculus and Financial Applications
Language: en
Pages: 303
Authors: J. Michael Steele
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction