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Random processes in physics and finance /

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This text is aimed at students and professionals working on random processes in various areas, including physics and finance. The material presents the theoretical framework which Melvin Lax taught at the City University of New York from 1985 to 2001.

Bibliographic Details
Main Authors: Lax, Melvin J. (Author), Cai, Wei, 1941- (Author), Xu, Min, 1969- (Author)
Format: eBook
Language:English
Language Notes:English.
Published: Oxford : Oxford University Press, 2006.
Series:Oxford finance series.
Subjects:
Stochastic processes.
Finance > Statistical methods.
Stochastic Processes
Processus stochastiques.
Finances > Méthodes statistiques.
SCIENCE > Physics > Mathematical & Computational.
Finance > Statistical methods
Stochastic processes
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Summary:This text is aimed at students and professionals working on random processes in various areas, including physics and finance. The material presents the theoretical framework which Melvin Lax taught at the City University of New York from 1985 to 2001.
Physical Description:1 online resource (xiii, 327 pages) : illustrations
Bibliography:Includes bibliographical references (pages 307-321) and index.
ISBN:9780191513787
0191513784
1280845651
9781280845659
9781429459327
1429459328
9786610845651
6610845654
0199673802
9780199673803