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.

Saved in:
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
Login for hold information

‌

Click for online access
Click for online access

Online

Holdings details from Online
Status: Available

Similar Items