Stochastic Calculus and Differential Equations for Physics and Finance

Stochastic Calculus and Differential Equations for Physics and Finance

by McCauley, Joseph L.
  • List Price: $135.99
  • ISBN-10: 0521763401
  • ISBN-13: 9780521763400
  • Edition: 1st
  • Type: Hardcover
  • Publisher: Cambridge University Press

About The Book

Stochastic calculus provides a powerful description of a specific class of stochastic processes in physics and finance. However, many econophysicists... Read more

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