Stochastic calculus and differential equations for physics and finance / Joseph L. McCauley.
"Stochastic calculus provides a powerful description of a specific class of stochastic processes in physics and finance. However, many econophysicists struggle to understand it. This book presents the subject simply and systematically, giving graduate students and practitioners a better underst...
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| Year of Publication: | 2012 |
| Language: | English |
| Online Access: | |
| Physical Description: | xi, 206 p. |
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