確率過程的方法ハンドブック：自然科学から社会科学まで（第４版） Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics) 〈Vol.13〉 （4TH）

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確率過程的方法ハンドブック：自然科学から社会科学まで（第４版）<br>Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics) 〈Vol.13〉（4TH）

確率過程的方法ハンドブック：自然科学から社会科学まで（第４版）
Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics) 〈Vol.13〉（4TH）

Gardiner, Crispin W.

Springer（2009発売）

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製本 Paperback:紙装版/ペーパーバック版／ページ数 447 p.
言語 ENG
商品コード 9783540707127

基本説明

This classic text and reference collects, in simple language and deductive form, the many formulae and methods that can be found in the scientific literature on stochastic methods. Features new sections and chapters on quantitative finance, adiabatic elimination and simulation methods.

Full 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.