A Modern Theory of Random Variation: With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration
| Author | : | |
| Rating | : | 4.93 (615 Votes) |
| Asin | : | 111816640X |
| Format Type | : | paperback |
| Number of Pages | : | 544 Pages |
| Publish Date | : | 2013-03-17 |
| Language | : | English |
DESCRIPTION:
Do Not Purchase the Kindle Version of this Book amazonreviewer The Kindle version of this book is of extremely poor quality. It looks like trash.In 2013, paying customers who fork over $60 (USD) for the electronic version of this book deserve more than a crappy HTML-ized version of the printed text where the equations do not scale properly or even line up with the baseline of surrounding text.By flipping through the free sample provided above and comparing it with a copy of the print edition, one can quickly determine just how badly the publisher has wrecked the typesetting of the formulas by converting the text from native PDF to their own proprietary Kindle format. Only certain
A ground-breaking and practical treatment of probability and stochastic processesA Modern Theory of Random Variation is a new and radical re-formulation of the mathematical underpinnings of subjects as diverse as investment, communication engineering, and quantum mechanics. Dr. Readers are supplied with an accessible approach to standard elements of probability theory such as the central limmit theorem and Brownian motion as well as remarkable, new results on Feynman diagrams and stochastic integrals.Throughout the book, detailed numerical demonstrations accompany the discussions of abstract mathematical theory, from the simplest elements of the subject to the most complex. Muldowney has published extensively in his areas of research, including integration theory, financial mathematics, and random variation.. The book is also an indispensible resource for researchers and practitioners who are seeking new concepts, techniques and methodologies in data analysis, numerical calculation, and financial asset valuation.Patrick Muldowney, PhD, served as lecturer at the Magee Business School of the UNiversity of Ulster for over twenty years. Setting aside the classical theory of probability measure spaces, the book utilizes a mathematically rigorous version of the theory of random variation that bases itself exclusively on finitely additive probability distribution functions.In place of twentieth century
In addition, numerous diagrams and graphics provide vivid illustrations of the theory, from the elementary level to the more advanced.A Modern Theory of Random Variation is suitable for courses on mathematical analysis, probability theory, and mathematical finance at the upper-undergraduate and graduate levels. The book is also an indispensable resource for researchers and practitioners who are seeking new concepts, techniques, and methodologies in data analysis, numerical calculation, and financial asset valuation.. Setting aside the classical theory of probability measure spaces, the book utilizes a mathematically rigorous version of the theory of random variation based exclusivel
Dr. PATRICK MULDOWNEY, PhD, served as lecturer in the Magee Business School at the University of Ulster for over twenty years. Muldowney has published extensively in his areas of research, including integration theory, financial mathematics, and random variation.