Stochastic Methods
by Crispin Gardiner
Title:
Stochastic Methods
Author:
Crispin Gardiner
Series (if any):
Springer Series in Synergetics
Format:
Hardback
Number of pages:
447 pages, XVIII, 447 p.
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN-13:
9783540707127
EAN:
9783540707127
Publication Date:
16/01/2009
Classifications:
Research and information: general
Weight (g):
934
Dimensions (mm):
243 x 163 x 34
Publication Country:
United Kingdom
Language:
English
Condition:
New
Price:£78.74
1 copies in stock
Qty
Description
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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