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Product Details 基本信息 ISBN-13 书号 9783540707127 Author 作者 Gardiner Format 版本 精装 Pages Number 页数 447页 Publication Date 出版日期 2009-01-16 Shipping Weight 商品重量 859g Language 语种 英语 Book Contents 内容简介 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 doin
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