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Books > Science & Mathematics > Physics > States of matter > Condensed matter physics (liquids & solids)

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Random Processes in Physics and Finance (Hardcover) Loot Price: R3,972
Discovery Miles 39 720
Random Processes in Physics and Finance (Hardcover): Melvin Lax, Wei Cai, Min Xu

Random Processes in Physics and Finance (Hardcover)

Melvin Lax, Wei Cai, Min Xu

Series: Oxford Finance Series

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Loot Price R3,972 Discovery Miles 39 720 | Repayment Terms: R372 pm x 12*

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This respected high-level text is aimed at students and professionals working on random processes in various areas, including physics and finance. The first author, Melvin Lax (1922-2002) was a distinguished Professor of Physics at City College of New York and a member of the U. S. National Academy of Sciences, and is widely known for his contributions to our understanding of random processes in physics. Most chapters of this book are outcomes of the class notes which Lax taught at the City University of New York from 1985 to 2001. The material is unique as it presents the theoretical framework of Lax's treatment of random processes, from basic probability theory to Fokker-Planck and Langevin Processes, and includes diverse applications, such as explanations of very narrow laser width, analytical solutions of the elastic Boltzmann transport equation, and a critical viewpoint of mathematics currently used in the world of finance.

General

Imprint: Oxford UniversityPress
Country of origin: United Kingdom
Series: Oxford Finance Series
Release date: October 2006
First published: November 2006
Authors: Melvin Lax • Wei Cai • Min Xu
Dimensions: 245 x 170 x 25mm (L x W x T)
Format: Hardcover
Pages: 342
ISBN-13: 978-0-19-856776-9
Categories: Books > Business & Economics > Finance & accounting > Finance > General
Books > Business & Economics > Business & management > Business mathematics & systems > General
Books > Science & Mathematics > Physics > States of matter > Condensed matter physics (liquids & solids)
Books > Science & Mathematics > Physics > Thermodynamics & statistical physics > Statistical physics
Books > Money & Finance > General
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LSN: 0-19-856776-6
Barcode: 9780198567769

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