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Random Processes in Physics and Finance

Name: Random Processes in Physics and Finance
Brand: Oxford University Press
SKU: 9780199673803
Price: 93.39 EUR
Availability: InStock

Autor: Min Lax

Jazyk:

Väzba: Brožovaná

Vydavateľ: Oxford University Press

Dostupnosť: U vydavateľa na objednávku

Odosielame za 17-26 dní

93.39 €

This text is aimed at professionals and students working on random processes in various areas, inclu...

Informácie o knihe

Autor

Min Lax

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2013

Stránok

342

EAN

9780199673803

ISBN

0199673802

Enbook ID

01323991

Vydavateľ

Oxford University Press

Hmotnosť

574

Rozmery

170 x 237 x 24

Kompletný popis

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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Random Processes in Physics and Finance

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