Stochastic Methods : A Handbook for the Natural and Social Sciences
Fourth Edition 2009
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
Ksh 13,500.00
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In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.
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.
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