Random processes in physics and finance /
Lax, Melvin
Random processes in physics and finance / Melvin Lax, Wei Cai and Min Xu - 1st ed. - London : Oxford University Press , 2013. - 342 p. ; 24 cm
This book presents the theoretical treatment of random processes in physics and finance, from basic probability theory to Fokker-Planck and Langevin processes, and details diverse applications to laser physics, light propagation, and stochastic methods in investment decisions.
9780199673803
Finance Mathematical models
Mathematical physics
Physics Mathematical models
Stochastic processes
530.15 LAX
Random processes in physics and finance / Melvin Lax, Wei Cai and Min Xu - 1st ed. - London : Oxford University Press , 2013. - 342 p. ; 24 cm
This book presents the theoretical treatment of random processes in physics and finance, from basic probability theory to Fokker-Planck and Langevin processes, and details diverse applications to laser physics, light propagation, and stochastic methods in investment decisions.
9780199673803
Finance Mathematical models
Mathematical physics
Physics Mathematical models
Stochastic processes
530.15 LAX
