A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists
Potters, Marc
ISBN 10: 1108488080 ISBN 13: 9781108488082
Published by Cambridge University Press, 2021
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Synopsis:
An intuitive, up-to-date introduction to random matrix theory and free calculus, with real world illustrations and Big Data applications.
About the Authors:
Marc Potters is Chief Investment Officer of CFM, an investment firm based in Paris. Marc maintains strong links with academia and as an expert in Random Matrix Theory, he has taught at UCLA and Sorbonne University. He is co-author of Theory of Financial Risk and Derivative Pricing (Cambridge 2003).
Jean-Philippe Bouchaud is a pioneer in Econophysics. His research includes random matrix theory, statistics of price formation, stock market fluctuations, and agent-based models for financial markets and macroeconomics. His previous books include Theory of Financial Risk and Derivative Pricing (Cambridge, 2003) and Trades, Quotes & Prices (Cambridge, 2018), and he has been the recipient of several prestigious, international awards.
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Title: A First Course in Random Matrix Theory: for ...
Publisher: Cambridge University Press
Publication Date: 2021
Binding: Hardcover
Condition: New
Edition: 1st Edition.
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FIRST COURSE IN RANDOM MATRIX THEORY
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