ISBN: 9783642089626 - stochastic methods: a handbook for the natural and social sciences: 13 (11 risultati)

Softcover. Condizione: Very Good. Clean copy. Photos upon request. International shipping billed at cost. Please note that the buyer is responsible for any customs duties, tariffs, or import fees levied by the destination country.; Springer Series In Synergetics, 13; 155 X 1.06 X 235 inches; 465 pages.…

Condizione: New.

Condizione: New. pp. 468 4th Edition.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This fourth edition of Stochastic Methods is thoroughly revised and augmented, and has been completely reset. While keeping to the spirit of the book I wrote originally, I have reorganised the chapters of Fokker-Planck equations and those on approximation methods, and introduced new material on the white noise limit of driven stochastic systems, and on applications and validity of simulation methods based on the Poisson representation. Further, in response to the revolution in financial markets following from the discovery by Fischer Black and Myron Scholes of a reliable option pricing formula, I have written a chapter on the application of stochastic methods to financial markets. In doing this, I have not restricted myself to the geometric Brownian motion model, but have also attempted to give some favour of the kinds of methods used to take account of the realities of financial markets. This means that I have also given a treatment of Levy processes and their applications to finance, since these are central to most current thinking. Since this book was written the rigorous mathematical formulation of stochastic processes has developed considerably, most particularly towards greater precision and generality, and this has been reflected in the way the subject is presented in modern applications, particularly in finance.…

Condizione: new. Questo è un articolo print on demand.

PF. Condizione: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners. 468 pp. Englisch.…

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The leading reference text in the field for many years and continuously updated and expanded. Features new sections and chapters on quantitative finance, adiabatic elimination and simulation methods. Rewritten in many places for better clar.…

Condizione: New. Print on Demand pp. 468 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 468 pp. Englisch.

Condizione: New. PRINT ON DEMAND pp. 468.