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