
Random Processes in Physics and Finance (Oxford Finance Series)
About this book
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.
Details
- OL Work ID
- OL15084855W
Subjects
Stochastic processesStatistical methodsFinance