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Stochastic Calculus and Differential Equations for Physics and Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

Stochastic Calculus and Differential Equations for Physics and Finance
☆☆☆☆☆
简体网页||繁体网页
Joseph L. McCauley 作者
Cambridge University Press
译者
2013-2-21 出版日期
220 页数
GBP 93.00 价格
Hardcover
丛书系列
9780521763400 图书编码

Stochastic Calculus and Differential Equations for Physics and Finance 在线电子书 图书标签: 物理  概率论  数学  Stochastics   

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发表于2024-06-30

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Stochastic Calculus and Differential Equations for Physics and Finance 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Stochastic Calculus and Differential Equations for Physics and Finance 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Stochastic Calculus and Differential Equations for Physics and Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024


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Stochastic Calculus and Differential Equations for Physics and Finance 在线电子书 图书描述

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 understanding and enabling them to apply the methods in practice. The book develops Ito calculus and Fokker-Planck equations as parallel approaches to stochastic processes, using those methods in a unified way. The focus is on nonstationary processes, and statistical ensembles are emphasized in time series analysis. Stochastic calculus is developed using general martingales. Scaling and fat tails are presented via diffusive models. Fractional Brownian motion is thoroughly analyzed and contrasted with Ito processes. The Chapman-Kolmogorov and Fokker-Planck equations are shown in theory and by example to be more general than a Markov process. The book also presents new ideas in financial economics and a critical survey of econometrics.

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