Random processes in physics and finance

Random processes in physics and finance / Melvin Lax, Wei Cai, Min Xu.

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.

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Bibliographic Details
Main Authors: Lax, Melvin J. (Author), Cai, Wei, 1941- (Author), Xu, Min, 1969- (Author)
Format: eBook
Language:English
Published: Oxford : Oxford University Press, 2006.
Series:Oxford finance series.
Subjects:
Stochastic processes.
Finance > Statistical methods.
SCIENCE > Physics > Mathematical & Computational.
Finance > Statistical methods
Stochastic processes
Online Access:Click for online access
Click for online access
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
Language:English.
Source of Description, Etc. Note:Print version record.

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