Description
| Product ID: | 9783540707127 |
| Product Form: | Hardback |
| Country of Manufacture: | DE |
| Series: | Springer Series in Synergetics |
| Title: | Stochastic Methods |
| Subtitle: | A Handbook for the Natural and Social Sciences |
| Authors: | Author: Crispin Gardiner |
| Page Count: | 447 |
| Subjects: | Cybernetics and systems theory, Cybernetics & systems theory, Economic theory and philosophy, Probability and statistics, Stochastics, Optical physics, Quantum physics (quantum mechanics and quantum field theory), Mathematical physics, Physical chemistry, Economic theory & philosophy, Probability & statistics, Stochastics, Optical physics, Quantum physics (quantum mechanics & quantum field theory), Mathematical physics, Physical chemistry |
| Description: | Select Guide Rating In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners. Further, in response to the revolution in ?nancial m- kets following from the discovery by Fischer Black and Myron Scholes of a reliable option pricing formula, I have written a chapter on the application of stochastic me- ods to ?nancial markets. |
| Imprint Name: | Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Publisher Name: | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |
| Country of Publication: | GB |
| Publishing Date: | 2009-01-16 |