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Stochastic Methods: A Handbook for the Natural and Social Sciences: 13 (Springer Series in Synergetics) - Hardcover
Inhaltsangabe
<P>IN THE THIRD EDITION OF THIS CLASSIC THE CHAPTER ON QUANTUM MARCOV PROCESSES HAS BEEN REPLACED BY A CHAPTER ON NUMERICAL TREATMENT OF STOCHASTIC DIFFERENTIAL EQUATIONS TO MAKE THE BOOK EVEN MORE VALUABLE FOR PRACTITIONERS.</P>
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Críticas
From the reviews of the fourth edition:
“This is the fourth edition of a textbook intended for everyone interested in practising stochastic processes. ... this fourth one is ‘thoroughly revised and augmented, and has been completely reset. ... this new edition is designed to cater better for the wider readership as well as to those [he] originally had in mind’. ... The bibliography is well presented, with a list of the references cited in each chapter, a commented global bibliography and an author index.” (Yves Elskens, Belgian Physical Society Magazine, Issue 2, 2012)
Reseña del editor
In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.
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- VerlagSpringer
- Erscheinungsdatum2009
- ISBN 10 3540707123
- ISBN 13 9783540707127
- EinbandTapa dura
- SpracheEnglisch
- Auflage4
- Anzahl der Seiten468
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Stochastic Methods
Verlag:
Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, 2009
ISBN 10: 3540707123
ISBN 13: 9783540707127
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Hardcover
Anbieter: PBShop.store UK, Fairford, GLOS, Vereinigtes Königreich
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HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000. Artikel-Nr. GB-9783540707127
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Stochastic Methods (Springer Series in Synergetics, 13)
Verlag:
Springer (edition Fourth Edition 2009), 2009
ISBN 10: 3540707123
ISBN 13: 9783540707127
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Hardcover
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Hardcover. Zustand: Good. Fourth Edition 2009. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. Artikel-Nr. 3540707123-11-1
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Stochastic Methods : A Handbook for the Natural and Social Sciences
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This fourth edition of Stochastic Methods is thoroughly revised and augmented, and has been completely reset. While keeping to the spirit of the book I wrote originally, I have reorganised the chapters of Fokker-Planck equations and those on appr- imation methods, and introduced new material on the white noise limit of driven stochastic systems, and on applications and validity of simulation methods based on the Poisson representation. Further, in response to the revolution in nancial m- kets 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 me- ods to nancial markets. In doing this, I have not restricted myself to the geometric Brownian motion model, but have also attempted to give some avour of the kinds of methods used to take account of the realities of nancial markets. This means that I have also given a treatment of Levy processes and their applications to nance, since these are central to most current thinking. Since this book was written the rigorous mathematical formulation of stochastic processes has developed considerably, most particularly towards greater precision and generality, and this has been re ected in the way the subject is presented in m- ern applications, particularly in nance. Artikel-Nr. 9783540707127
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Handbook of Stochastic Methods
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Zustand: New. The leading reference text in the field for many years and continuously updated and expanded. Features new sections and chapters on quantitative finance, adiabatic elimination and simulation methods. Rewritten in many places for better clar. Artikel-Nr. 4899019
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Stochastic Methods (Springer Series in Synergetics, 13)
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Handbook of Stochastic Methods: For the Natural and Social Sciences
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Hardcover. Zustand: Brand New. 4th edition. 447 pages. 9.50x6.50x1.25 inches. In Stock. Artikel-Nr. x-3540707123
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