Random processes in physics and finance

This text is aimed at students and professionals working on random processes in various areas, including physics and finance. The material presents the theoretical framework which Melvin Lax taught at the City University of New York from 1985 to 2001

Bibliographic Details
Main Author: Lax, Melvin J.
Other Authors: Cai, Wei, Xu, Min
Format: eBook
Language:English
Published: Oxford Oxford University Press 2006, 2006
Series:Oxford finance / Oxford finance
Subjects:
Online Access:
Collection: Oxford University Press - Collection details see MPG.ReNa
Description
Summary:This text is aimed at students and professionals working on random processes in various areas, including physics and finance. The material presents the theoretical framework which Melvin Lax taught at the City University of New York from 1985 to 2001
Physical Description:xiii, 327 p. ill
ISBN:9780191718359
0191718351