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- 2012030955 contributor B12463026.
- 2012030955 date "2013".
- 2012030955 description "Includes bibliographical references (p. 200-203).".
- 2012030955 description "Machine generated contents note: 1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.".
- 2012030955 extent "xi, 206 pages ;".
- 2012030955 identifier "9780521763400".
- 2012030955 identifier 9780521763400.jpg.
- 2012030955 identifier 2012030955-b.html.
- 2012030955 identifier 2012030955-d.html.
- 2012030955 identifier 2012030955-t.html.
- 2012030955 issued "2013".
- 2012030955 language "eng".
- 2012030955 subject "519.2 23".
- 2012030955 subject "BUSINESS & ECONOMICS / Statistics. bisacsh".
- 2012030955 subject "Differential equations.".
- 2012030955 subject "Finance Mathematical models.".
- 2012030955 subject "QC20.7.S8 M39 2013".
- 2012030955 subject "Statistical physics.".
- 2012030955 subject "Stochastic processes.".
- 2012030955 tableOfContents "Machine generated contents note: 1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.".
- 2012030955 title "Stochastic calculus and differential equations for physics and finance / Joseph L. McCauley, Physics Department University of Houston.".
- 2012030955 type "text".