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Stochastic calculus and differential equations for physics and finance / / Joseph L. McCauley, Physics Department University of Houston [[electronic resource]]
| Stochastic calculus and differential equations for physics and finance / / Joseph L. McCauley, Physics Department University of Houston [[electronic resource]] |
| Autore | McCauley Joseph L. |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2013 |
| Descrizione fisica | 1 online resource (xi, 206 pages) : digital, PDF file(s) |
| Disciplina | 519.2 |
| Soggetto topico |
Stochastic processes
Differential equations Statistical physics Finance - Mathematical models |
| ISBN |
1-107-23323-2
1-107-33291-5 1-107-33457-8 1-107-33623-6 1-139-01946-5 1-299-25742-9 1-107-33226-5 1-107-33540-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Random variables and probability distributions -- Martingales, Markov, and nonstationarity -- Stochastic calculus -- Ito processes and Fokker-Planck equations -- Selfsimilar Ito processes -- Fractional Brownian motion -- Kolmogorov's PDEs and Chapman-Kolmogorov -- Non Markov Ito processes -- Black-Scholes, martingales, and Feynman-Katz -- Stochastic calculus with martingales -- Statistical physics and finance, a brief history of each -- Introduction to new financial economics -- Statistical ensembles and time series analysis -- Econometrics -- Semimartingales. |
| Altri titoli varianti | Stochastic Calculus & Differential Equations for Physics & Finance |
| Record Nr. | UNINA-9910464957203321 |
McCauley Joseph L.
|
||
| Cambridge : , : Cambridge University Press, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic calculus and differential equations for physics and finance / / Joseph L. McCauley, Physics Department University of Houston [[electronic resource]]
| Stochastic calculus and differential equations for physics and finance / / Joseph L. McCauley, Physics Department University of Houston [[electronic resource]] |
| Autore | McCauley Joseph L. |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2013 |
| Descrizione fisica | 1 online resource (xi, 206 pages) : digital, PDF file(s) |
| Disciplina | 519.2 |
| Soggetto topico |
Stochastic processes
Differential equations Statistical physics Finance - Mathematical models |
| ISBN |
1-107-23323-2
1-107-33291-5 1-107-33457-8 1-107-33623-6 1-139-01946-5 1-299-25742-9 1-107-33226-5 1-107-33540-X |
| Classificazione | BUS061000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Random variables and probability distributions -- Martingales, Markov, and nonstationarity -- Stochastic calculus -- Ito processes and Fokker-Planck equations -- Selfsimilar Ito processes -- Fractional Brownian motion -- Kolmogorov's PDEs and Chapman-Kolmogorov -- Non Markov Ito processes -- Black-Scholes, martingales, and Feynman-Katz -- Stochastic calculus with martingales -- Statistical physics and finance, a brief history of each -- Introduction to new financial economics -- Statistical ensembles and time series analysis -- Econometrics -- Semimartingales. |
| Altri titoli varianti | Stochastic Calculus & Differential Equations for Physics & Finance |
| Record Nr. | UNINA-9910789317203321 |
|
McCauley Joseph L.
|
||
| Cambridge : , : Cambridge University Press, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic calculus and differential equations for physics and finance / / Joseph L. McCauley, Physics Department University of Houston [[electronic resource]]
| Stochastic calculus and differential equations for physics and finance / / Joseph L. McCauley, Physics Department University of Houston [[electronic resource]] |
| Autore | McCauley Joseph L. |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2013 |
| Descrizione fisica | 1 online resource (xi, 206 pages) : digital, PDF file(s) |
| Disciplina | 519.2 |
| Soggetto topico |
Stochastic processes
Differential equations Statistical physics Finance - Mathematical models |
| ISBN |
1-107-23323-2
1-107-33291-5 1-107-33457-8 1-107-33623-6 1-139-01946-5 1-299-25742-9 1-107-33226-5 1-107-33540-X |
| Classificazione | BUS061000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Random variables and probability distributions -- Martingales, Markov, and nonstationarity -- Stochastic calculus -- Ito processes and Fokker-Planck equations -- Selfsimilar Ito processes -- Fractional Brownian motion -- Kolmogorov's PDEs and Chapman-Kolmogorov -- Non Markov Ito processes -- Black-Scholes, martingales, and Feynman-Katz -- Stochastic calculus with martingales -- Statistical physics and finance, a brief history of each -- Introduction to new financial economics -- Statistical ensembles and time series analysis -- Econometrics -- Semimartingales. |
| Altri titoli varianti | Stochastic Calculus & Differential Equations for Physics & Finance |
| Record Nr. | UNINA-9910821699303321 |
|
McCauley Joseph L.
|
||
| Cambridge : , : Cambridge University Press, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||