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Random Processes in Physics and Finance
Engelsk
Bogcover for Random Processes in Physics and Finance af Min Xu, Wei Cai, Melvin Lax, 9780199673803
Specifikationer
Sprog:
Engelsk
Sider:
342
ISBN-13:
9780199673803
Indbinding:
Paperback
ISBN-10:
0199673802
Udg. Dato:
22 aug 2013
Størrelse i cm:
23,7 x 17,0 x 2,4
Oplagsdato:
22 aug 2013
Forfatter(e):

Random Processes in Physics and Finance

Engelsk
Paperback 2013
Format:

Bog beskrivelse
This text is aimed at professionals and students working on random processes in various areas, including physics and finance. The first author, Melvin Lax (1922-2002), was a distinguished Professor of Physics at City College of New York and a member of the U. S. National Academy of Sciences, widely known for his contribution on random processes in physics. Most chapters of this book are the outcome of the class notes which Lax taught at the City University of New York from 1985 to 2001. The material is unique as it presents the theoretical framework of Lax''s treatment of random processes, starting from basic probability theory, to Fokker-Planck and Langevin Processes, and includes diverse applications, such as explanation of very narrow laser width and analytical solution of the elastic Boltzmann transport equation. Lax''s critical viewpoint on mathematics currently used in the financial world is also presented in this book.
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Specifikationer
Sprog:
Engelsk
Sider:
342
ISBN-13:
9780199673803
Indbinding:
Paperback
ISBN-10:
0199673802
Udg. Dato:
22 aug 2013
Størrelse i cm:
23,7 x 17,0 x 2,4
Oplagsdato:
22 aug 2013
Forfatter(e):
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