Random Processes in Physics and Finance (Oxford Finance Series)
Publisher: Oxford University Press, USA
Published: November 13, 2006
Language: eng
Number of pages: 344
ISBN-13: 9780198567769
First sentence: The definition of probability has been (and still is) the subject of controversy.
Description: This text is aimed at students and professionals working on random processes in various areas, including physics and finance. The material presents the theoretical framework which Melvin Lax taught at the City University of New York from 1985 to 2001.