Ergodic theory is hard to study because it is based on measure theory, which is a technically difficult subject to master for ordinary students, especially for physics majors. Many of the examples are introduced from a different perspective than in other books and theoretical ideas can be gradually absorbed while doing computer experiments. Theoretically less prepared students can appreciate the deep theorems by doing various simulations. The computer experiments are simple but they have close ties with theoretical implications. Even the researchers in the field can benefit by checking...
Ergodic theory is hard to study because it is based on measure theory, which is a technically difficult subject to master for ordinary students, es...
Introducing stochastic analysis and quantitative finance, this book covers theoretical and computational methods. The main topics are stochastic calculus, option pricing, optimal portfolio investment and interest rate models, with many others, aiming to bridge the gap between mathematics and finance by using diagrams, graphs and simulations.
Introducing stochastic analysis and quantitative finance, this book covers theoretical and computational methods. The main topics are stochastic calcu...