Items related to Stochastic Calculus and Differential Equations for...
Synopsis
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.
"synopsis" may belong to another edition of this title.
About the Author
Joseph L. McCauley is Professor of Physics at the University of Houston. During his career he has contributed to several fields, including statistical physics, superfluids, nonlinear dynamics, cosmology, econophysics, economics and finance theory.
"About this title" may belong to another edition of this title.
Buy New
View this item
£ 109.13
FREE shipping from U.S.A. to United Kingdom
Destination, rates & speedsSearch results for Stochastic Calculus and Differential Equations for...
Stock Image
STOCHASTIC CALCULUS AND DIFFERENTIAL EQUATIONS FOR
Published by
Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
New
Hardcover
Seller: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Seller Inventory # ABNR-22911
Quantity: 2 available
Seller Image
Stochastic Calculus and Differential Equations for Physics and Finance
Published by
Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
Used
Hardcover
Seller: Roland Antiquariat UG haftungsbeschränkt, Weinheim, Germany
Seller rating 5 out of 5 stars
Hardcover: 17 x 1.5 x 24.4 cm. 220 p. Ungelesenes Buch im sehr guten Zustand. Minimale Lagerspuren. --- Unread book. Very good condition. Minimum traces of storage. 9780521763400 Sprache: Englisch Gewicht in Gramm: 600. Seller Inventory # 215031
Quantity: 1 available
Stock Image
Stochastic Calculus and Differential Equations for Physics and Finance
Published by
Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
New
Hardcover
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9780521763400_new
Quantity: Over 20 available
Stock Image
Stochastic Calculus and Differential Equations for Physics and Finance (Hardcover)
Published by
CAMBRIDGE UNIVERSITY PRESS, Cambridge, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
New
Hardcover
Seller: CitiRetail, Stevenage, United Kingdom
Seller rating 5 out of 5 stars
Hardcover. Condition: new. Hardcover. 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. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521763400
Quantity: 1 available
Stock Image
Stochastic Calculus and Differential Equations for Physics and Finance
Published by
Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
New
Hardcover
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
Hardback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 620. Seller Inventory # C9780521763400
Quantity: Over 20 available
Stock Image
Stochastic Calculus and Differential Equations for Physics and Finance
Published by
Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
New
Hardcover
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Hardcover. Condition: Brand New. 216 pages. 9.76x7.09x0.63 inches. In Stock. This item is printed on demand. Seller Inventory # __0521763401
Quantity: 1 available
Stock Image
Stochastic Calculus and Differential Equations for Physics and Finance
Published by
Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
New
Hardcover
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9780521763400
Quantity: Over 20 available
Stock Image
Stochastic Calculus and Differential Equations for Physics and Finance (Hardcover)
Published by
CAMBRIDGE UNIVERSITY PRESS, Cambridge, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
New
Hardcover
Seller: AussieBookSeller, Truganina, VIC, Australia
Seller rating 5 out of 5 stars
Hardcover. Condition: new. Hardcover. 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. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Seller Inventory # 9780521763400
Quantity: 1 available
Seller Image
Stochastic Calculus and Differential Equations for Physics and Finance
Published by
Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
New
Hardcover
Seller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 studen. Seller Inventory # 446946230
Quantity: Over 20 available
Stock Image
Stochastic Calculus and Differential Equations for Physics and Finance
Published by
Cambridge University Press, 2013
ISBN 10: 0521763401
ISBN 13: 9780521763400
New
Hardcover
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Feb2416190013953
Quantity: Over 20 available