Stochastic Methods: A Handbook for the Natural and Social Sciences

In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.

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.

• | Author: Crispin Gardiner
• | Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• | Publication Date: Oct 19, 2010
• | Number of Pages:
• | Language:
• | Binding: Paperback / softback
• | ISBN-13: 9783642089626
• | ISBN-10: 3642089623