Articoli correlati a Stochastic Calculus and Differential Equations for...
Sinossi
Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sull?autore
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.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Compra nuovo
Visualizza questo articolo
EUR 126,26
GRATIS per la spedizione da U.S.A. a Italia
Destinazione, tempi e costiRisultati della ricerca per Stochastic Calculus and Differential Equations for...
Immagini fornite dal venditore
Stochastic Calculus and Differential Equations for Physics and Finance
Editore:
Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
Antico o usato
Rilegato
Da: Roland Antiquariat UG haftungsbeschränkt, Weinheim, Germania
Valutazione del venditore 5 su 5 stelle
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. Codice articolo 215031
Quantità: 1 disponibili
Foto dell'editore
STOCHASTIC CALCULUS AND DIFFERENTIAL EQUATIONS FOR
Da: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Codice articolo ABNR-22911
Quantità: 2 disponibili
Foto dell'editore
Stochastic Calculus and Differential Equations for Physics and Finance
Da: Ria Christie Collections, Uxbridge, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. In. Codice articolo ria9780521763400_new
Quantità: Più di 20 disponibili
Foto dell'editore
Stochastic Calculus and Differential Equations for Physics and Finance
Da: California Books, Miami, FL, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo I-9780521763400
Quantità: Più di 20 disponibili
Foto dell'editore
Stochastic Calculus and Differential Equations for Physics and Finance
Print on DemandDa: Revaluation Books, Exeter, Regno Unito
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: Brand New. 216 pages. 9.76x7.09x0.63 inches. In Stock. This item is printed on demand. Codice articolo __0521763401
Quantità: 1 disponibili
Immagini fornite dal venditore
Stochastic Calculus and Differential Equations for Physics and Finance
Print on DemandDa: moluna, Greven, Germania
Valutazione del venditore 5 su 5 stelle
Gebunden. Condizione: 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. Codice articolo 446946230
Quantità: Più di 20 disponibili
Foto dell'editore
Stochastic Calculus and Differential Equations for Physics and Finance
Print on DemandDa: THE SAINT BOOKSTORE, Southport, Regno Unito
Valutazione del venditore 5 su 5 stelle
Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 620. Codice articolo C9780521763400
Quantità: Più di 20 disponibili
Foto dell'editore
Stochastic Calculus and Differential Equations for Physics and Finance (Hardcover)
Editore:
CAMBRIDGE UNIVERSITY PRESS, Cambridge, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
Nuovo
Rilegato
Da: AussieBookSeller, Truganina, VIC, Australia
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: 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. Codice articolo 9780521763400
Quantità: 1 disponibili
Foto dell'editore
Stochastic Calculus and Differential Equations for Physics and Finance (Hardcover)
Editore:
CAMBRIDGE UNIVERSITY PRESS, Cambridge, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
Nuovo
Rilegato
Da: CitiRetail, Stevenage, Regno Unito
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: 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. Codice articolo 9780521763400
Quantità: 1 disponibili
Foto dell'editore
Stochastic Calculus and Differential Equations for Physics and Finance
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo ABLIING23Feb2416190013953
Quantità: Più di 20 disponibili