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.
Corporate Author:	ebrary, Inc
Format:	eBook
Language:	English
Published:	Cambridge ; New York : Cambridge University Press, 2012.
Subjects:	Stochastic processes. Differential equations. Statistical physics. Finance > Mathematical models. Electronic books.
Online Access:	Connect to the full text of this electronic book