Stochastic calculus and differential equations for physics and finance /

"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 underst...

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Bibliographic Details
Main Author: Mccauley, Joseph L
Format:
Language:eng
Published: New York : Cambridge University Press, 2012
Subjects: