Random Processes in Physics and Finance
Author | : Melvin Lax |
Publisher | : Oxford Finance |
Total Pages | : 342 |
Release | : 2006-10-05 |
ISBN-10 | : 9780198567769 |
ISBN-13 | : 0198567766 |
Rating | : 4/5 (69 Downloads) |
Download or read book Random Processes in Physics and Finance written by Melvin Lax and published by Oxford Finance. This book was released on 2006-10-05 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.