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Stochastic calculus and differential...

McCauley, Joseph L.

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Stochastic calculus and differential equations for physics and finance /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stochastic calculus and differential equations for physics and finance // Joseph L. McCauley, Physics Department University of Houston.
作者:	McCauley, Joseph L.
出版者:	Cambridge ;Cambridge University Press, : 2013.,
面頁冊數:	xi, 206 p. :ill ;26 cm.
標題:	Differential equations. -
電子資源:	http://www.loc.gov/catdir/enhancements/fy1215/2012030955-t.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy1215/2012030955-b.html
電子資源:	http://assets.cambridge.org/97805217/63400/cover/9780521763400.jpg
電子資源:	http://www.loc.gov/catdir/enhancements/fy1215/2012030955-d.html
ISBN:	9780521763400 (hbk.) :

Stochastic calculus and differential equations for physics and finance /
McCauley, Joseph L.

Stochastic calculus and differential equations for physics and finance /Joseph L. McCauley, Physics Department University of Houston. - Cambridge ;Cambridge University Press,2013. - xi, 206 p. :ill ;26 cm.

Includes bibliographical references (p. 200-203) and index.

Random variables and probability distributions --

ISBN: 9780521763400 (hbk.) :US95.00

LCCN: 2012030955Subjects--Topical Terms:

517952
Differential equations.

LC Class. No.: QC20.7.S8 / M39 2013

Dewey Class. No.: 519.2

Stochastic calculus and differential equations for physics and finance /
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100 1 $a McCauley, Joseph L. $3 633787
245 1 0 $a Stochastic calculus and differential equations for physics and finance / $c Joseph L. McCauley, Physics Department University of Houston.
260 # $a Cambridge ; $a New York : $b Cambridge University Press, $c 2013.
300 $a xi, 206 p. : $b ill ; $c 26 cm.
504 $a Includes bibliographical references (p. 200-203) and index.
505 0 # $t Random variables and probability distributions -- $t Martingales, Markov, and nonstationarity -- $t Stochastic calculus -- $t Ito processes and Fokker-Planck equations -- $t Selfsimilar Ito processes -- $t Fractional Brownian motion -- $t Kolmogorov's PDEs and Chapman-Kolmogorov -- $t Non Markov Ito processes -- $t Black-Scholes, martingales, and Feynman-Katz -- $t Stochastic calculus with martingales -- $t Statistical physics and finance, a brief history of both -- $t Introduction to new financial economics -- $t Statistical ensembles and time series analysis -- $t Econometrics -- $t Semimartingales.
650 # 0 $a Differential equations. $3 517952
650 # 0 $a Finance $x Mathematical models. $3 578740
650 # 0 $a Statistical physics. $3 536281
650 # 0 $a Stochastic processes. $3 520663
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/enhancements/fy1215/2012030955-t.html
856 4 2 $3 Contributor biographical information $u http://www.loc.gov/catdir/enhancements/fy1215/2012030955-b.html
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