A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists - Brossura

Potters, Marc

Brossura

ISBN 10: 1108488080 ISBN 13: 9781108488082

Casa editrice: Cambridge University Press, 2020

Riassunto

An intuitive, up-to-date introduction to random matrix theory and free calculus, with real world illustrations and Big Data applications.

Su questo libro

Informazioni sugli autori

Marc Potters is Chief Investment Officer of CFM, an investment firm based in Paris. Marc maintains strong links with academia and as an expert in Random Matrix Theory, he has taught at UCLA and Sorbonne University. He is co-author of Theory of Financial Risk and Derivative Pricing (Cambridge 2003).

Jean-Philippe Bouchaud is a pioneer in Econophysics. His research includes random matrix theory, statistics of price formation, stock market fluctuations, and agent-based models for financial markets and macroeconomics. His previous books include Theory of Financial Risk and Derivative Pricing (Cambridge, 2003) and Trades, Quotes & Prices (Cambridge, 2018), and he has been the recipient of several prestigious, international awards.

Dettagli dell?edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2020
• Lingua: Inglese
• ISBN 10: 1108488080
• ISBN 13: 9781108488082
• Rilegatura: Copertina flessibile
• Numero di pagine: 372
• Contatto del produttore: non disponibile
• Persona responsabile: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Francia