Stochastic Methods : A Handbook for the Natural and Social Sciences

Name: Stochastic Methods
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642089626
Price: 13500 KES
Availability: OutOfStock
ISBN: 9783642089626

Fourth Edition 2009

by Crispin Gardiner

Book Details

Format Paperback / softback

Book Series Springer Series in Synergetics

ISBN-10 3642089623

ISBN-13 9783642089626

Edition Fourth Edition 2009

Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K

Country of Manufacture DE

Country of Publication GB

Publication Date Oct 19th, 2010

Print length 447 Pages

Weight 674 grams

Dimensions 23.50 x 15.60 x 2.60 cms

Product Classification: Cybernetics & systems theory Cybernetics and systems theory Economic theory & philosophy Economic theory and philosophy Probability & statistics Probability and statistics Stochastics Optical physics Quantum physics (quantum mechanics & quantum field theory)Quantum physics (quantum mechanics and quantum field theory)Mathematical / Computational / Theoretical physics Mathematical physics Physical chemistry

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Further, in response to the revolution in financial markets 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 methods to financial markets.

A Historical Introduction.- Probability Concepts.- Markov Processes.- The Ito Calculus and Stochastic Differential Equations.- The Fokker-Planck Equation.- The Fokker-Planck Equation in Several Dimensions.- Small Noise Approximations for Diffusion Processes.- The White Noise Limit.- Beyond the White Noise Limit.- Lévy Processes and Financial Applications.- Master Equations and Jump Processes.- The Poisson Representation.- Spatially Distributed Systems.- Bistability, Metastability, and Escape Problems.- Simulation of Stochastic Differential Equations.

Get Stochastic Methods by Crispin Gardiner at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG and it has 447 pages.