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Published: 15 September 2013

344 Pages | 30 line drawings

9.5 x 6.6 inches

ISBN: 9780199673803

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Bookseller Code (06)

Random Processes in Physics and Finance

Melvin Lax, Wei Cai, and Min Xu

Oxford Finance Series

  • A unique account from a physicist widely known for his contributions to random processes.
  • Presents a critical viewpoint of mathematics currently used in the financial world.
  • Tutorial style, based on many years of teaching.