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Peter K. Friz

3 books

A Course on Rough Paths: With an Introduction to Regularity Structures by Peter K. Friz, Martin Hairer

A Course on Rough Paths: With an Introduction to Regularity Structures

Universitext

Peter K. Friz, Martin Hairer

251 pages • paperback

nonfiction mathematics informative medium-paced
Multidimensional Stochastic Processes as Rough Paths: Theory and Applications by Peter K. Friz, Nicolas B. Victoir

Multidimensional Stochastic Processes as Rough Paths: Theory and Applications

Cambridge Studies in Advanced Mathematics (Hardcover)

Peter K. Friz, Nicolas B. Victoir

656 pages • hardcover

nonfiction mathematics challenging informative medium-paced
Rough Volatility by Christian Bayer, Peter K. Friz, Antoine Jacquier, Mathieu Rosenbaum, Masaaki Fukasawa, Jim Gatheral

Rough Volatility

Christian Bayer, Peter K. Friz, Antoine Jacquier, Mathieu Rosenbaum, Masaaki Fukasawa, Jim Gatheral

261 pages

nonfiction mathematics