
Introduction to Stochastic Calculus Applied to Finance
Damien Lamberton, Bernard Lapeyre
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by Craig F. Bohren, Bruce A. Albrecht
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This comprehensive text is based on the authors' course notes, refined and updated over 15 years of teaching. The core of the text focuses on water and its transformations. Four chapters lay the foundation, from energy conservation to the ideal gas law, specific heat capacities, adiabatic processes, and entropy.
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