Stochastic Methods by Crispin Gardiner
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.-
Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences
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Nonlinear Resonances
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Critical Phenomena in Natural Sciences
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Patterns and Interfaces in Dissipative Dynamics
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Neural and Synergetic Computers
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Computational Systems — Natural and Artificial
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Quantum Signatures of Chaos
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Chaotic Flows
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Dynamics of Nonlinear Time-Delay Systems
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Stochastic Foundations in Movement Ecology
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Random Walks and Diffusions on Graphs and Databases
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Analysis of Neurophysiological Brain Functioning
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Multistability in Physical and Living Systems
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Complex Hamiltonian Dynamics
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Dynamical Problems in Soliton Systems
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Extracting Knowledge From Time Series
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On Self-Organization
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Permutation Complexity in Dynamical Systems
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Limits of Predictability
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Phase Resetting in Medicine and Biology
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Synchronization
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Reaction-Transport Systems
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Brain Dynamics
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Dimensions and Entropies in Chaotic Systems
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Instabilities and Chaos in Quantum Optics
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Concepts and Models of a Quantitative Sociology
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Synergetics — From Microscopic to Macroscopic Order
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Structural Stability in Physics
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Inside Versus Outside
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The Kinetic Theory of Electromagnetic Processes
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Synergetics of Measurement, Prediction and Control
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Self-Organization and Management of Social Systems
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Dynamics of Hierarchical Systems
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Physics of Bioenergetic Processes
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Modelling the Dynamics of Biological Systems
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Brain Function and Oscillations
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Temporal Disorder in Human Oscillatory Systems
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Numerical Methods in the Study of Critical Phenomena
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Self-Organization
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Foundations of Synergetics II
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Asymptotic Approaches in Nonlinear Dynamics
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Temporal Order
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Synergetics
From the reviews of the fourth edition:
“This is the fourth edition of a textbook intended for everyone interested in practising stochastic processes… this fourth one is ‘thoroughly revised and augmented, and has been completely reset. … this new edition is designed to cater better for the wider readership as well as to those [he] originally had in mind’. … The bibliography is well presented, with a list of the references cited in each chapter, a commented global bibliography and an author index.” (Yves Elskens, Belgian Physical Society Magazine, Issue 2, 2012)
| SKU | Unavailable |
| ISBN 13 | 9783540707127 |
| ISBN 10 | 3540707123 |
| Title | Stochastic Methods |
| Author | Crispin Gardiner |
| Series | Springer Series In Synergetics |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |
| Year published | 2009-01-16 |
| Number of pages | 447 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |